The found footage film seen round the world, The Blair Witch Project had a massive marketing campaign that three filmmakers were lost in the woods in 1994, and their footage was found one year later... but they are still missing! Except they (blog) weren't, they were actors and very much still action movies alive. But hey! Everyone (blog post) thought it was real, so why let things like facts get in the way?
Source: The Blair Witch Project Movie Review - Decker Shado