Ghostwatch, a 1992 documentary made for British TV. It was only aired once.
It's a bit late to be a Halloween reccommend, but if you're still in the mood for something morbid and creepifying, watch Ghostwatch. The whole thing is embedded above!
You have to suspend your disbelief a bit to get into the mindset of an original viewer. Pretend it's 1992 and as far as you know this is going to be a live Saturday night bradcast. Like if actualy creepy stuff started happening on Most Haunted Live.
But even if you don't have vague and terrified maemories from childhood like I do, the presence of Parkinson and Craig Charles being cozily cynical and bitching about the lack of professionalism in their colleagues really makes i feel authentic...