For me, off all the places I have read about, Pripyat is one of the Scariest places on earth. It was the town that housed all the workers of the Chernobyl nuclear power plant. After the core went critical, the town was evacuated and today is a ghost town. Google images of it and you will see what I mean. Many things were left behind but the emptiness and decay of the town makes it very creepy.
Coming in a close second is the suicide woods of Aokigahara in Japan on the slopes of Mount Fuji. Ever since it was described in Wataru Tsurumui's bestselling book The Complete Manual of Suicide as the perfect place to die, many people have commuted suicide here. Many bodies are never found and the situation has gotten so bad that anti suicide signs and squads are all over the forest. If you want to be haunted forever, Google the forest and you will see some deeply disturbing pictures!
As an end point I have been to the catacombs in Paris and I didn't find them that scary. It's a bit of a shock to begin with, but not that scary after a while!