The story of the Mary Celeste always creeped me out as a kid.
(The Amityville Horror did too... but then it became pretty clear it was fake. Still, my parents got the tabloids and I actually remember reading the original stories as they ran, about Amityville. Stupid tabloids.)
And the BTK serial killer always was fascinating, I read a lot about him... so I was very blown away when he (Dennis Rader) was finally caught a few years ago. For the longest time, it seemed like he had gotten away with things. (No one ever did truly solve Zodiac.)