In 18th century Britain it became fashionable to be melancholic, particularly in cemeteries. It became so popular some graveyards even charged entrance fees.
This early version of Dark Tourism was in part inspired by the (fake) discovery of the poems relating to Ossian. But it was also part of the larger development of humanism, science and nationalism, and the beginning of the correlated decline of religion. Cemetery visitors looked to sublime pathos to add meaning to their lives.
While you would expect to find mourning at a graveyard, it is more jarring to see it at a hotel, where we are usually in the delight of experiencing the world.
Lonely Planet put together a list of hotels you can stay in or visit where delight is bedfellow with despair.