Just returned from a months tour of Ireland and Scotland. While in Edinburgh we visited the Edinburgh Vaults and Mary Kings Close. Both were excellent in my opinion. I had seen both on Most Haunted here in Canada and when the opportunity arose to visit these locations I jumped at it. There seems to be 2 kind of tours you can take of the Vaults, one is a history tour, and the other is a ghost tour. Mistakingly, we went on the history tour, as I would've rather been on the ghost tour, but it may have been a blessing in disguise! There were only 4 tourists and the guide that went down to the vaults, which made the atmosphere just a bit more than spooky. Our guide told us the history of the area and the vaults and it was very interesting. I both heard things and had things appear on camera when I got home to view them that weren't there at the time. As we finished our tour and came out of the vaults we were asked to step aside from the doorway to allow the next tour down, which was the ghost tour and there seemed to be around 30 people on that tour, which may have lessened the eeriness of a tour with that many other people about. When I arrived back home, I re-watched the Most Haunted episode, and some of the noises they heard were exactly the same sounds we heard....spooky! We thoroughly enjoyed the tour we were on, but maybe have some heads up about which tour you would like to take when you visit.
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