I covered this one not that long ago for my Spooktoberthon viewing (where I watch 31 horror movies every October) but it has stuck with me. Sort of the grandfather of found footage movies, Ghostwatch was a special that aired once on the BBC. It was Halloween night of 199...4? And it caused almost as big a panic as Orson Welles' War of the Worlds broadcast years earlier.
The premise is simple, the BBC have set up a live broadcast to examine a supposedly haunted house near London. The program used real BBC anchors and reporters, the real BBC sets and even the real BBC phoneline number was offered for you to call in and share your ghost stories. In real life, the program was entirely pre-recorded but, when you called in, you got a message telling you the special was fiction but feel free to leave your favorite ghost story. That the lines got overwhelmed and jammed up added to the realism because most people got a busy signal when they called.
Throughout the course of the evening, we learn about the mother and her two daughters dealing with an entity they call Pipes (sarcastically as their mother told them it was only old pipes making noises in the house). The back story of the property gets filled in and viewers at home keep reporting that they are seeing Pipes in the broadcast (which happens many times and always scared the crap out of me as the appearances are almost subliminal).
The end gets a little ridiculous but the road up to it is well-worth the time. It is said that people suffered from PTSD after seeing this with one mentally challenged young man even taking his own life out of fear of ghosts. Pick a good dark night, pretend it is 1994 and enjoy this on youtube.