I was watching the New Most Haunted last night and they were somewhere where I haven't been in years, in my early years in investigating I happened to be with a group who got the chance to go down into the vaults, we did not have the equipment that I have today, just tape recorders and still camera's. Even back then we caught some really got EVP's, it has to be the scarest place I have ever been to and would love to get back there some day. Here is some info from wikipedia below and the link too.
The Edinburgh Vaults or South Bridge Vaults are a series of chambers formed in the nineteen arches of the South Bridge in Edinburgh, Scotland, which was completed in 1788. For around 30 years, the vaults were used to house taverns, cobblers and other tradesmen, and as storage space for illicit material, reportedly including the bodies of people killed by serial killers Burke and Hare for medical experiments.
As the conditions in the vaults deteriorated, mainly because of damp and poor air quality, the businesses left and the very poorest of Edinburgh's citizens moved in, though by around 1820, even they are believed to have left too. That people had lived there was only discovered in 1985 during an excavation, when middens were found containing toys, medicine bottles, plates, and other signs of human habitation.