A friend of mine told me he went to the vaults in Edinburgh but they are only accessible via tour. He couldn't remember the tour operator but it wasn't hard to find out. The crowd is called Mercat Tours and most tours start at the Mercat cross on High Street. We had a look at the different tours and as I like ghosts and stuff, I could persuade Ed to go for the Ghosts and Ghouls tour. The tour is about 1 1/2 hours long and costs £7, that includes the Vaults as well.
Our tour guide was very funny and had some really gruesome stories to tell about Edinburgh. There was not only the telling of the stories, no, also some demonstartions. She was carrying a little whip and would snap this now and again. The highlight of the tour was the vault. Apparently you can see ghosts in there and if you have a look at the website you can read a lot of testimonies. I'm not sure what to think of that. We didn't see any ghosts and our tourguide said, she has never seen any either. Mayb next time.
For an extra £1 you can add the Tavern option to the tour. You'll go to a pub after the tour and there will be more stories told. Unfortunately there wasn't enough people to do this in the end and got a refund. Nevertheless it was a great experience and I would certainly recommend Mercat Tours.