San Diego Haunted Photo gallery Whaley House located at 2476 San Diego Ave, San Diego, CA 92110. The Whaley House was built upon the gallows of San Diego’s early courthouse and is an 1857 Greek Revival style residence built by Thomas Whaley for his family. It has since become a California Historical Landmark, and museum located in Old Town, San Diego, California. It is currently maintained by Save Our Heritage Organization. The Whaley house is considered the most haunted house in San Diego, CA.