The Last Broadcast
I thought The Last Broadcast was brilliant until the final five minutes, when it becomes totally implausible and schlocky. As with many horror / supernatural films, the makers clearly felt the need to provide an ending that solved the mystery. It would have been better leaving it open than having that silly ending.
It did remind me, though, of Errol Morris's landmark documentary The Thin Blue Line, about a guy from Texas who seems to have been wrongly convicted of murder. There are not only similarities in style, such as the use of elaborate reconstructions, but even similarities between the smaller plot elements. So while The Thin Blue Line has a (worryingly non-fictional) doctor nicknamed Dr Death, whose job was to psychoanalyse patients before sending them to the chair (which he almost always did), The Last Broadcast has a character whose job is to edit videotape for the prosecution, nicknamed The Killer Cutter.