Creepy places are… well, creepy. We broadly try to categorize them into three types, which often (but not always) help to describe how they are used in storytelling.
Foreign Locations are Scary is different from “Familiar Locations are Scary” and “That House is Scary” (two other common horror tropes) in that it describes when characters go somewhere they aren’t familiar with, and not just “that creepy house down the block”… it often implies that foreigners are to be feared in some way, or that the scary wilderness in the scary woods is scary because… well, it’s wilderness. It’s wild. It isn’t the comfortable place you grew up in, lacking the same comfortable expectations you have, possibly with people outside of your own culture doing things you aren’t familiar with.