Shinji Mikami wanted to retain the atmosphere of the past RE games with RE4
and it shows throughout the whole game.
Where exactly? The labs are the only thing in 4 that feel even remotely RE-ish.
Maybe there wasnt that much chilling location,but i think those were actually kind of creepy to me.
-the village in the begining (pretty much the beginning of the game) when there is no one around and you can hear the sound of the wind while looking at a cold grey sky and old/rusty sets of homes. (this kind of location always gave the 'its too quiet around here' kind of feeling to me)
-the inside of the castle kinda reminded me of the atmosphere that the first Devil May Cry gave. (since bits of RE4 were used in DMC i wouldnt be surprised if the castle in both game has the same inspiration for design and ambiance)
And then there was the labs,pretty much every other locations werent really creepy compared to those.