The one that springs to mind for me is the Texas Chainsaw Massacre. For years I believed this actually happened and was (in a way) grossly disappointed to find out it hadn't. Part of me wants to believe there is a spooky little area of Texas that has a chainsaw wielding maniac. Having driven through parts of Texas in the dark, I could sort of believe it. (No offence, I love Texas). Another would be The Blair Witch Project. When it first came out it was the first that I remember in the genre that had you believe this actually happened. Only when people started to imitate it did you think, 'hang on a second...' and with the advance of the internet and seeing pictures of its stars online you think 'is she not supposed to be missing?' Are there any movies that you thought upon first watching...were real??