For me it was Event Horizon, that was scary as hell when I was a kid, I had nightmares for months.
The Blair Witch Project. My cousin told me it was actual found footage, which was a terrifying thought for 10 year old me.
That was the whole point. They even made the actors stay out of public view for a year, handing out flyers at Sundance that they were “missing, presumed dead”. There were fake police interviews on the film’s website and everything. This was the first time anything like this had been done so I can imagine people were really invested in this movie and thought it was real.
They also “leaked” copies of the film for months before it came out. I saw a leaked copy in the dorms in college. Never heard of it, my friends told me it was real footage that had been found in the woods from a group that had been lost. For the first… probably half of the movie, I was convinced it was real.
Very enjoyable experience. I feel bad for all the people who saw it after the hype and were too cool to let themselves be scared by it.