This trope is closely connected to Foreign Locations are Scary and My House is Scary… but they are all a bit different.
That House is Scary refers to the common situation in which there is a scary house or location that is “just down the block”… it’s presumably someone’s home but not the protagonist’s, and it doesn’t particularly involve going to a foreign land. It can be used in Children’s horror such as Monster House (2006) and Monster Squad (1987). It can be used in many supernatural haunted house movies and stories such as House on Haunted Hill. It can be used when the house isn’t haunted but there are just questionable people who may live there, such as People Under the Stairs (1991). Or it can even be used in situations where the location isn’t technically a house, such as a haunted spaceship (Event Horizon, 1997), underwater vessel (Sphere, 1998), or ship (Ghost Ship, 2002).