House centipedes live indoors especially in damp, moist basements, cellars, bathrooms, crawlspaces or unexcavated areas under the house. They are sometimes seen running rapidly across the floor, stopping suddenly, and then resuming fast movements. They climb walls easily. Some are found around sump pumps in basements or bathrooms and other humid, dark hiding places where they are most active at night. Centipedes are related to lobsters, crayfish and shrimp, and require moist habitats and areas of high humidity.
(From Ohio State University)