Fiction with official documents & witness accounts

I just finished "We Used to Live Here" – very creepy and I recommend!

It's creepy paranormal stuff in a house with occasional chapters from conspiracy websites and witness accounts describing things that you are reading, helping figure out what is real. A classic example is House of Leaves, story within a story.

It's a device I really like and would love suggestions! Does not have to be creepy, I like most genres as long as it's a good story.