Just watched through all 26 in the series Marble Hornets, its quite interesting and very unnerving. I don't handle horror/thriller films too well especially since I live outside of town next to a forest with no street lighting :S
I like the way there is suspense and a sense of foreboding without anything actually happening in the majority of the videos, the use of distortion in the audio and video is well done (albeit too loud in a couple of spots).
The man in the suit that appears throughout the series is called 'The Slender Man' and is actually a complete fabrication from the forums at SomethingAwful.com (The Forum the Slender Man appears a few pages in).
I have to say that despite knowing the truth I was still unsettled by it all... stupid YouTube!