I guess so far everybody had heard of the indie horror game called Slender, so I'm not gonna introduce it here. I haven't played it myself, I only watched gameplay videos on YouTube.

I came across some videos now, that were/are made about the slender man in the game, the series are called Marble Hornets. They started the project 3 years ago, and it's still running, they have already made over 60 episodes. Basically Slender is based on Marble Hornets, and not the other way around.

I think they are very creepy, it's filmed found footage wise, and me and my girlfriend (who hates any horror movies) watched 24 episodes so far. And I have to say, that in several scenes we were scared like hell, because of the slender man himself or sometimes even because of the eerie sounds.

You can watch all their episodes on YouTube, I downloaded them all, and watch them at home on the beamer with the lights off.

http://www.youtube.com/user/marblehornets

It's worth a watch if you like that kind of stuff.