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Originally posted by argentus
I believe this is the documentary usually referred to as the McPherson family "abduction". I haven't seen the full feature in quite a while, but I remember it being pretty clear that it was a documentary, with credits of the actors at the end and all. I'll see if I can find the full feature for you.
Originally posted by Ziltoid_the_Omniscient
The McPherson Tape
From Wikipedia, the free encyclopedia
The McPherson Tape refers to a hoax documentary originally directed by Dean Alioto as The McPherson Tape, later re-made with a larger budget into Alien Abduction: Incident in Lake County. Both videos claim to be the final recordings and last-known whereabouts of a family just before they are abducted by aliens. The recordings have not only created great controversy regarding their validity, but confusion between the separate recordings and the nature of their differences.
Dean Alioto has since contributed an explanation for the two recordings. 
At present the original can only be viewed in clips from an episode of Close Encounters  and a Japanese TV programme.