Now allow Pennsylvania to prove you wrong with Terror Behind the Walls. It's a Halloween attraction (talk about stretching a term) set in Eastern State Penitentiary, a goddamn bona fide haunted prison complex.
Once you enter, you can never leave (except through the gift shop).
Built in 1829, the ESP had a reputation as a pretty nightmarish place when it was operational -- a visiting Charles Dickens described it as "worse than any torture of the body."
"Although a lot of that is just Philadelphia."