Well, if you're into podcasts, there are quite a few that deal with scary true stories. For example, 'Lore' is a popular podcast that dives deep into all kinds of creepy historical and true events. You can also find these stories in magazines that focus on the supernatural or true crime. Some local bookstores might have a section specifically for these kinds of stories, especially those that carry a variety of niche books. And don't forget about YouTube channels that are dedicated to retelling scary true events.
You can find most scary true stories in books. There are many collections like 'Scary True Stories' by various authors. Some libraries have sections dedicated to true crime and horror stories. Another place is online. There are websites such as Reddit's r/TrueScaryStories where people share their own or ones they've heard. Also, some documentary channels might feature shows about these scary true events.