Where it all happens? L'Opera Garnier.
But it's no wonder Gaston Leroux found the inspiration for his mystery inside the majestic walls of L'Opera Garnier. The intertwining corridors, levels upon levels of grandeur, and shadowy corners whisper secrets to even the most skeptical of observers.
I encourage every Phantom fan to read the novel; I found a free version on my Kobo app, so it shouldn't cost anyone anything these days. The novel not only has more key plot players, but also gives necessary depth to the flaws in all the characters that cannot always be communicated in visual entertainment. For instance, the phantom is legitimately a horrifying genius in his original form, and, let's be real: it's hard to hate on Gerard during the movie version.
The story moves around between characters quite a bit, so give yourself a quiet place to really focus on transporting to L'Opera Garnier to see with your mind how each detail blends to form this haunting tale.
Or maybe just use this to assist your imagination...