Well, it could be the Museum Of Witchcraft and Magic in Boscastle, Cornwall, which has all manner of artefacts from the occult in its exhibition. It's remit even includes Freemasonry and Wiccan spookiness.
A more apt choice would be the Catacombe Dei Cappuccini in Palermo, Sicily. This has the world's largest collection of mummified bodies in the world. It goes back to the 16th Century when the bodies of the friars were found naturally mummified. It was seen as an act of God, so they were put on display and friars since then have asked to be artificially mummified and added to the collection. After they had died of course. Well, probably.
How about the Shrunken Heads room at the Pitt Rivers Museum in Oxford? This strange collection has genuine tsantsas from the Amazon. Some tribes from this area thought they could harness the powers of their enemies by discarding the contents of the head, soaking the skin in hot water then filling it with hot sand. That's a recipe you won't see on The Great British Bake-off.
Following on from that could be the Mütter Museum in Philadelphia, Penn. It is full of skeletons that have been donated over the years. It even has Einstein's brain.
Weirder still is the Avantos Museum of Hair in Cappadocia, Turkey. It's in a basement and is filled with 16,000 locks of ladies hair; like the lair of a creepy stalker.
Maybe less creepy and more surreal is Froggyland in Split, Croatia. This is the result of one man's obsessive taxidermy of frogs which have been placed in human poses in classrooms, circuses, poker games, you name it.
My choice of the museum most fit for Halloween is the one that is opening today. The Disgusting Food Museum in Malmö, Sweden. The most obvious exhibit would be the famous Swedish fermented herring, which various crazy people have tried to eat and posted the vomit worthy results on Youtube. It also has maggot cheese from Sardinia. Yuk! You are invited to smell about 80 different stomach churning foods, if you dare. The guy who set this museum up, also set up The Museum of Failure in Helsingborg. I wonder what else he has up his sleeves.