Fox Family Channel (which has since been acquired by Disney and renamed first ABC Family, and, presently, Freeform) took a step outside the box with the seasonal documentary series, Scariest Places on Earth, which ran initially from 2000-06. Reruns currently air on NBC-Universal owned Chiller.
Actress Linda Blair ("The Exorcist") served as host, with Zelda Rubenstein ("Poltergeist") as the narrator-announcer. The format was like that of a news magazine, covering several locations in the course of a hour-long episode.
For example, this episode is headlined by a visit to the legendary Alcatraz Prison, just outside San Francisco. This video is taken from a rerun cycle on Sci-Fi (now SyFy).
Scary? You be the judge. The informational value made it worth a look, but the series' producers were also accused of fabricating some stories, likely to milk drama.