Or Alternate Reality Game? They seem pretty fun from what i've gathered. For instance go to this website.
http://absurveillancesolutions.com/See the login box to the top right corner? Enter the credentials 00437, password: bedsheets. You get taken to what looks like a command line interface for a database full of video files. Selecting option 3 will prompt for a password, enter SADDAY to view the archives. Type the number of the file you wish to view and if you don't have a pop-up blocker on it will open a video file for you.
That's pretty cool. This ARG is huge and very well done. But obviously fake. Any other fun ones you guys know about?