Heather Donahue's mother received sympathy cards from people who believed that her daughter was actually dead or missing.
(at around 46 mins) In a scene where the main actors are sleeping in a tent at night, the tent suddenly shakes violently and they all get scared. This was unscripted and the director shook the tent; the actors actually were scared.
This film was in the Guinness Book of World Records for "Top Budget: Box Office Ratio" (for a mainstream feature film). The film cost $60,000 to make and made back $248 million, a ratio of $1 spent for every $10,931 made.
The directors kept in touch with actors Heather Donahue, Michael C. Williams, and Joshua Leonard via walkie-talkies, to ensure the three would not become lost during their trek. Reportedly, they got lost at least three times.
The three leads believed the Blair Witch was a real legend during filming, though, of course, they knew the film was going to be fake. Only after the film's release did they discover that the entire mythology was made up by the film's creators.