We report a scanning tunneling spectroscopy study systematically performed on graphene nanoribbons (GNRs) with various widths and layer numbers. The GNRs are formed on highly oriented pyrolytic graphite (HOPG) by crystallographic etching, as reported by Datta and co-workers [Nano Lett. 8, 1912 (2008)]. Regardless of the width and layer numbers, GNRs having zigzag edges exhibit a peak at the Fermi energy in their local density of states (LDOS) when measured near the edges, whereas no peak appears away from the edges. On the other hand, a depression of the LDOS emerges at the Fermi energy in the case of a GNR having armchair edges with no relation to the measured position in an identical GNR. The energy gap of the LDOS depression monotonically decreases with increasing GNR width, whereas there is no apparent dependence on the layer numbers. By comparison with the band structure calculated by a nearest-neighbor tight-binding method, it is suggested that the overlap of wave functions between the topmost layer and the underlayers is negligible, resulting in an LDOS similar to that on an isolated monolayer GNR even on an HOPG substrate. From the quantitative scaling of energy gaps (Egap) of LDOS depression with respect to GNR widths (W), the relation between the two is obtained as Egap = 1.9 [eV nm]/W.