Arkham, Massachusetts, especially Miskatonic University, also Innsmouth, Massachusetts is pretty fishy.
Any place in Steven King's maine Any place in M. Night Shyamalan's Pennsylvania Jim Butcher's Chicago Rome, Wisconsin Twin Peaks, Washington
^^ Yes, I'm glad somebody remembers Picket Fences. The good people of Rome, Wisconsin were always dealing with some hot-button Issue of the Week. That town made Peyton Place look like Salt Lake City.
I will add Haven to this list. If you aren't being killed by a person with a trouble, you might end up being pummeled by a meteor. I will also add Warehouse 13 to that list. A warehouse filled with artifacts that can kill you or drive you insane. If that isn't bad enough, agents have to capture artifacts in the field.
Hill Valley If you were or will be born any time between 1885 and 2015... don't live here. Rapture No. Silent Hill Double no. Cheyenne Mountain Not the real NORAD, but the swanky scifi version of it. War Games, Jericho, Stargate-SG1, etc. Solomon Island, Maine It's where Stephen King meets HP Lovecraft. Can't get much worse than that.
From reading this thread, it appears fictional Maine is THE place to avoid. Between Stephen King and the death trap that is Cabot Cove, they must have more murders and mysterious deaths per capita than any other place on Earth.