If you want torture, the tower of london, london dungeons, london bridge experience, clink prison museum and madame Tussuad's torture chambers are the best place for you as they all contain unsettling information about what happened in the past e.g Henry VIII chopping everyone's heads of at the tower of london.
Some castles and palaces are also quite spookky and interesting. For example Hampton court palace on the outskirts (short ride from waterloo station).