Revolution 9
The Beatles, notorious for experimenting with mind altering sex, drugs, and rock-and-roll deliberately included some backwards clips of music. Fans listened to it backwards and read interpreted the backwards sounds to be some kind of admission that Paul McCartney was dead.
Turns out, it was totally not true: nervous fan, played by Chis Farley, confirms the truth live on SNL.
See also: (reuters - Ex-Beatle McCartney recalls 1960s death rumours)