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On October 30, 1938, Orson Welles directed and narrated a radio broadcast called War of the Worlds. It was presented without commercial breaks and was preceded by “news bulletins” that made the performance seem that much more real.

The radio broadcast was an adaptation of the book The War of the Worlds by H. G. Wells, and listeners sat glued to their radios for the hour-long show. It depicted an attack from Martians as they preyed on onlookers with deadly heat-rays, and “reports” interrupted the show telling about more casualties by those trying to help. At the end, Welles states that it's Halloween and it's not real, yet some didn't hear that because of panic. Many of the listeners didn't hear the beginning of the broadcast, which was the source of that panic, and many people fled their homes.

Since that time, The War of the Worlds plot has been spun into movies and stories. You can read more about the broadcast on Wikipedia, and you can hear the it below.