This question might be difficult to answer for some cultures that did not establish much permanent housing, such as the Aboriginal Australians, but I was wondering if the idea of a haunted house is something that appears in all cultures and time periods, and what the cultural mythology about them might be.
Can I ask for clarification? Hope that's ok.
You mean locations that are believed to be haunted by actual ghosts, and not the kind of haunted house that theme parks set up with actors for entertainment, right?
If so, then do haunted places that aren't necessarily structures count?
The earliest "report" of a house being haunted is from [Pliny the Younger] (http://www.bartleby.com/9/4/1083.html). There is a summary on [wiki] (http://en.wikipedia.org/wiki/Haunted_house). The Roman playwright Plautus wrote a comedy about three centuries prior titled [Mostellaria] (http://en.wikipedia.org/wiki/Mostellaria) which translates as "The Haunted House." In the comedy, a tricky slave tries to stop the master from entering the house by saying that the house is haunted. The playfulness and lack of detail concerning the haunting by Plautus suggests that the Roman and Greek audience would have been familiar with the concept of a haunted house.
This might be something for /r/AskAnthropology!