According to a rather dubious online source, if you drive by the Salem Cemetery at night, you can see "two orange colored eyes looking at you", and also that the site where the Salem Baptist Church currently stands was once home to a "Satanic Church".
We have difficulty swallowing that, but there is a very creepy energy to this place, and there are a lot of interesting graves that make my internal spook-o-meter point north. Several of them hint at unusual or tragic deaths, like the graves of the daughters of Squire Williams, which bear the birthdate but list the death date as "unknown", which could indicate some sort of circumstances where the bodies were found a long time after death, making the exact year of death uncertain. Click for pics of Sophronie, Mable, and Squire.
To get to Salem, KY you follow the old Barnes Mill Road out to the fork in the road (at a bridge over a creek with a waterfall). Take the left fork over the bridge and just keep going. You'll see the cemetery on your right after about 10-15 minutes.