Before Blair Witch and Paranormal Activity there was the Mercury Theatre production of War of the Worlds.
Never mind being startled and scared by things that go bump in the night after watching a horror movie; this broadcast (and others like it) inspired actual widespread panic in those who missed the part at the beginning about it being a work of fiction. Seriously.
Accept no substitutions. Listen to this classic radio drama and then check out the Radiolab show about it (Google is your friend). You'll be glad you did.