Slenderman is the fakest of them all. They didn't even pretend it was real when they made it.
The best creepy thing I've seen was on /x/. If it was fake, it was very well done and the guy had us going for hours. Eventually the thread went under when someone claimed the images produced were from an obscure French movie. He later came back and said he had made that up in an attempt to pressure the OP into producing more evidence, but since everyone's anonymous there's no proof it was really him, and we'll never know what happened.
Anyway, the guy (Allegedly) was in a somewhat slummy part of town when he found a computer in the dumpster. He wanted to see if any of the parts were salvageable, so he took it home. It worked, and out of curiosity he looked through the computer's files for anything of interest. Just about everything had been deleted, but he found a file called Barbie.avi in the system32 folder. When he watched it, it was like an hour long and showed a woman being interviewed. There was a lot of static and you couldn't hear what they were saying, but as time went on she got more and more distressed and at the end broke down crying. At some point in the video she started pulling on the skin on her arm like she was unhappy with it (This is important).
About ten minutes after the interview ended, the video came back to show the camera being carried, pointed toward the ground, along some train tracks and then through the woods on a trail of wooden planks before ending. The guy recognized the train tracks from the video and went over, walking along them for an hour or so before he found the plans. He followed them to an abandoned house, took some pictures, and then went inside. This is where things start to suggest that (Assuming he was telling the truth) he was in way over his head. The house, while being trashed and derelict, was clearly still occupied, and had a folding table and some chairs in the living room. The basement door was locked, and had clearly been installed recently. There was a tarp, still wet, in the bathtub.
At that point he heard a noise which he later decided was probably a pipe moaning. He ran away, like just about anyone would've done in the situation.
On the thread, he showed us the pictures of the house, the door, and the tarp. When pressed, he produced a screenshot of the woman being interviewed, and later, the woman pulling on her arm. The expert photoanalysts (herp derp) of /x/ noted that it was the same woman and the same video, based on her jawline and the background, and demanded the full video. He was afraid whoever made it would notice and track him down. Everyone pointed out that that was a retarded fear, but the video never appeared. Speculation abounded about what was going on in the house. Most of us said there was a snuff studio behind the basement door, although later someone suggested it might be a back-alley plastic surgery ring, which explains why she seemed unhappy with the skin of her arm.
Then the aforementioned guy said the woman was in an obscure French movie and the thread promptly died. We never found out if it was real, although we can say with some certainty it wasn't, since nothing on /x/ is real.