9. The Blair Witch Project
The Blair Witch is an interesting one, because prior to its release, it was ingeniously marketed as a real-life documentary which resulted in its three "stars" - Heather Donahue, Michael C. Williams, and Joshua Leonard - going missing in the Maryland woods for real.
Back in our less media-savvy time of 1999, it was easy to get swept up in the film's overwhelming viral publicity campaign, aided by the three actors being declared "missing, presumed dead" on IMDB, and also agreeing to not appear in any other films for a year.
The film itself is of course a clever work of deception. It's clearly not real found footage - that much was evident to most watching it even back in 1999.
But that didn't stop the perception that, even if the film itself was a work of fiction, it was indeed based on a real incident of three film students who went missing in the woods.
Yet there's no factual basis to it whatsoever - the Blair Witch itself is very loosely inspired by the mythic Tennessee spirit known as the Bell Witch, but that's about it.