The Blair Witch Project (1999)
Producers intimated that this thriller's documentary style was authentic and implied that the footage making up the entire movie had been discovered after three student filmmakers searching for the so-called "Blair Witch" disappeared in the woods of rural Maryland. They even listed the film's lead actors (the supposed filmmakers) as "missing, presumed dead" on the Internet Movie Database before the movie's release. The stunt seemed to work: The movie made the Guinness Book of World Records for the highest box-office-proceeds-to-budget ratio in film history. It cost only around $35,000 to make but pulled in more than $140 million in the United States and more than $248 million worldwide.