The Blair Witch Project/Nightmare Fuel


 * How about Josh's fate, for starters? At first he goes missing, which is normal enough. But then Heather finds his jaw wrapped up in a bloody handkerchief. To top it off, they later hear him moaning and somehow calling for them in the distance in a clear voice, even though it's logically impossible due to what Heather found.
 * How about the VERY last shot, after the camera is dropped. Is that part of the rocks, or a face-up dead body partly hidden by the stone wall? Also, it's pretty safe to assume something grabbed Heather, causing her to drop the camera.
 * Okay, the sequel was pretty meh, but the ending was actually kinda unsettling.