When I was young, I used to tease my younger brothers by making up wild stories to see how much I could get them to believe. It wasn't really fair since they were considerably younger than me (and yet today they both look older, how sad is that?), but I had a good time with it.
You've got to hand it to the real pros, though. A group of guys have made a fake documentary about the new "sport" of liquid mountaineering. The sport involves running into a pond so fast that you actually run on top of the water for a few steps. It's a well-made spoof and they have managed to pick up some believers.
You can see the video here.