Then there's the old story about Glamis Castle, etc. and lots of stories about such doings in America. Quite apart from all of that, who among us hasn't been frightened of the cellar at some point in our lives?
When I visited Warrick Castle, two steps down the stairs told me that I was NOT going into the dungeon region. Childhood fears? Psychic power? No clue, but I knew not to go.