Places
The Shrieking Shack
A Hogsmeade house reputed to be haunted. It was used for Lupin's werewolf transformations while he attended Hogwarts, with access through a tunnel beneath the Whomping Willow. Snape later dies here.
In the books
Harry Potter and the Prisoner of AzkabanChapter: 8
Percy mentions the supposedly haunted house while telling Harry about Hogsmeade.