Don't know about haunted, but some of the spookiest parts are deep in the heart of Bavaria where the Catholic church rules supreme. I don't mean the skeleton on the sundial at Andechs
, I mean the ruthless indoctrination in the last 1500 years.
As for atmosphere of the past (and possibly spectres walking), try Odeonsplatz
at 3 am. Face the Theatinerkirche
and look up Theatinerstrasse, concentrating on the first floor of the building south of the church. If you get a view without any modern installations such as streetlights, flower boxes and garbage cans you get this really spooky feeling of what Munich looked like 200 years ago. (There is a picture of the street I mean on the link, about where the white van is)
P.S. It helps if you've been at Kilian's or Ned Kelly's
for a while before you try this.