Start at the Tower of London. On 19 May 1536 Anne Boleyn was beheaded inside its walls, and people have been claiming to see her ever since, sometimes in the chapel where she’s buried, sometimes in the grounds carrying her own head. The Tower is also where two young princes, Edward V and his brother Richard, were locked up by their uncle and never seen again. Years later, workmen found the bones of two children under a staircase.

Then walk east to Whitechapel. In the autumn of 1888 the killer known as Jack the Ripper murdered five women in these streets, and he was never identified. The old lanes have changed a lot, but enough remains to make a dusk walk feel heavier than it should.

By the late 1700s the cemeteries of Paris were so full they were a health risk. So the city did something drastic. From 1785 it began moving the bones into old limestone quarries under the Left Bank. Today the Catacombs hold the remains of around six million people, stacked into walls of skulls and thigh bones. The sign over the entrance reads “Arrête! C’est ici l’empire de la Mort”: stop, this is the empire of Death.

You go down 130 steps, and only 200 visitors are allowed underground at a time. Back up top, Père Lachaise is the world’s most visited cemetery, with more than 3.5 million visitors a year. Jim Morrison, Oscar Wilde and Maria Callas are all buried there.

Under a church on Via Veneto, the Capuchin friars did something with their dead that still stops visitors mid-step. The bones of nearly 4,000 friars line the walls of the crypt, arranged into arches, rosettes and chandeliers. It’s beautiful and deeply unsettling at the same time, which seems to have been the point.

Across the river, Castel Sant’Angelo started life as Emperor Hadrian’s tomb and later became a papal prison. Giordano Bruno was held there before he was burned at the stake. Locals say Beatrice Cenci, beheaded on the square nearby in 1599, still walks the bridge outside, carrying her head.

The Viennese have a famously relaxed attitude to death, and the Zentralfriedhof proves it. About three million people are buried there, more than live in the city today. Beethoven and Schubert are here, and so is Falco. Locals like to say the cemetery is “half the size of Zurich, but twice as much fun”. In fog, the old Jewish section is one of the most atmospheric places in Europe.

For something stranger, find the Narrenturm, a round tower built in 1784 to house psychiatric patients. Today it holds the city’s collection of anatomical pathology: skulls, preserved organs and medical oddities. Not one for the squeamish.

Not every dark story in Europe is a ghost story. In the Gothic Quarter, Plaça de Sant Felip Neri is a quiet square with a fountain and a scarred church wall. On 30 January 1938, during the Spanish Civil War, Italian planes allied with Franco bombed the city. The church was being used as a shelter for children, and about twenty of the 42 people killed that morning were children hiding in its basement. For years afterwards the official story blamed the marks on firing squads. Since 2018, signs in the square tell what really happened.

It’s a place to stand still for a minute. Save the selfies for somewhere else.

Halloween itself is a lighter affair here, because Catalonia has its own tradition. On the night of 31 October, families celebrate the Castanyada with roasted chestnuts, sweet potatoes and panellets, small marzipan sweets rolled in pine nuts. The story goes that bell ringers once spent All Saints’ night ringing for the souls of the dead until dawn, and friends brought them chestnuts to keep them going.

Wingman was born in Budapest, so we couldn’t leave out our own creepiest spot. Under Buda Castle runs a network of natural caves about half a million years old. Over the centuries they were wine cellars, hiding places and, during the Second World War, air-raid shelters. The Labyrinth’s most famous story is about Vlad the Impaler, the prince the world knows as Dracula. King Matthias held him prisoner for years in the 15th century. Where exactly is still argued over, and the Labyrinth happily claims it was here.

The walk underground takes about half an hour, and it stays 16–18°C down there whatever the weather. Bring a layer.