Marble Hornets
Circus nailed it. MARBLE HORNETS is one creepy series.
Damn straight! Slender man is just freaky as hell.
There are tons of other series on YouTube surrounding him. A personal favorite of mine was Everyman HYBRID, but that series extends farther than just YouTube. Its got a Twitter account and a couple blogs. Just to fully enjoy the experience, you need to find a timeline just to make sure you get everything you need to fully enjoy it. While nowhere near as scary as Marble Hornets, this is still pretty interesting and worth at least a look.
This link should have everything you need to know and lead you to the other links you need for the series:
http://tvtropes.org/pmwiki/pmwiki.php/Main/EverymanHYBRID