If you're travelling to the UK, Red Magazine showcases a must see hotel: the Malmaison at Oxford, which is a converted prison.

Luxury ensuite cells (don't worry, there's a bathroom, not just a bucket) go from £260 a night, but you'll need to bring your own torture instruments if that's your kind of thing. And if you fear for your karma bunking down at a former monument to death and misery, you'll be glad to know the hotel was exorcised by a priest before it opened.