Welcome to The Banshee Labyrinth, Scotland’s Most Haunted Pub - The Banshee Labyrinth, Edinburgh Roc, We are open from 7pm Sunday thru Thursday and from 5pm Friday and Saturday right thru to 3am every night! Our venue proves why Edinburgh really is a Jekyll & Hyde city! Half of the club was once part of the infamous “underground Vaults” -once the haunt of criminals, thieves and the very unsavoury. It was in these ….