Horror benefits from an authenticity of place. An abandoned mental hospital just isn’t scary if you can see a Sony Pictures studio tour passing by the windows. Take 2001’s Session 9, for example, a slow-burning cult spooker that derives much of its uneasiness from its location: Danvers State Hospital, a then-abandoned psychiatric hospital rumored to have been the birthplace of the pre-frontal lobotomy (this fact proves instrumental to the film, by the way). Star David Caruso even copped to some paranormal activity on set. He also did this.