The Weird US book series, even the information available on their web site is a great way to start. We are STILL tracking down all the weird stuff just in Indiana, from the Indiana book. Been doing this for years now.
It's funny still, because some of the "Weird" stuff in the book is right in my back yard. We are currently at Mounds State Park in Anderson, Indiana and the Indian Mounds are in the book. Funny, I never thought of this park as being on the "weird list" until this book opened my eyes to it.
Another weird one is in the Pendleton, Indiana city park where there is a sign posted in the park that says, this is the location where the last lynching occurred with a bit of Indiana history.
There's also the Spiritualist Camp in Chesterfield, Indiana. Another one just a few miles from where I live.
Then, there is my favorite, just a few miles from my home, also listed in the book:
Actually, if you do an internet search with "Weird" anything... Weird Oklahoma, or Weird Miami, you'll get lots of suggestions too. And oh... don't forget "Ghosts". There are several cities and locations that specialize in Ghost experiences, ghost walks at night, and places famous for hauntings. All interesting. And don't rule out the "paranormal" stuff either. All good internet searches.