I just saw the mockumentary Nothing So Strange which purports to be a film about an activist group trying to uncover the truth behind the killing of Bill Gates on Dec. 2nd 1999. The documentary feel of the film is extremely well done and the diverse group of characters on the conspiracy theory fringe are all extremely believable, in fact this is one of the finer points of the film.
Much media hype has been made of the fact the film is cleverly backed by mock websites of the various factions depicted in the film, but I think it is interesting that this kind of clever media strategy is fast becoming so common that it no longer has any real effect - I would be disappointed if there was not some immersive web experience allowing you to elaborate on your own on the narrative of the flm.
In the final analysis the film runs at least 15 mins too long. The first 40 minutes spent setting up the conspiracy is just much too long and slow of pace.

[UPDATE: Best fun is this short accompanying the film on how the director (that's his weblog by the way) 'reality hacked' The Democratic National Convention and used the protesters and police turned out for that to stage a fake protest at practically no cost. They actually just did the fake protest as a real protest which allowed them the use of a designated protest area at the DNC - furthermore they made sure that the fake official t-shirts and banners looked like t-shirts and banners from a real protest group so they could mix in images from the real protest as well]