I don't believe in ghosts or the supernatural at all myself, I believe in the human psychology playing tricks on us as survival instincts kick in and tell us to get out of that situation (while being in an "haunted" place).
But with good haunted places comes good history, which I'm all for and for someone who isn't a believer, I actually really like places "haunted". Abandoned stuff, asylums, prisons etc.
History is one my favourite things and I'm rather voracious when it comes to it so stuff like Z Ward and other such places always fascinated me.