Though many things featured in these short videos have already been proven a hoax, the presentation makes some of these very creepy.  Note the disclaimers, though.

Here’s a link to the overall site: 
Urban Legends Series

This one does your basic and most well-known urban legends.  Most of these already have an explanation, but they are fun to watch:
Urban Legends: Fact or Fiction?

The voice creeps me out the most about this one:
Urban Legends 2: The Dead

My personal favorite one   I’m a big ghost nut, though : 
Urban Legends Series: Ghosts

The most questionable one, in terms of validity, in my personal opinion:
Urban Legends: UFOs

The strangeness behind some inventions:
Urban Legends Series: Origins

You get to vote in this one! 
Urban Legends VI: Fact or Fiction?

This one is one they revisit and present additional evidence:
Urban Legends VII: Evidence

Despite that some are obviously not true, they are very fun to watch, and provide good conversation!
Warning: Some of these movies are quite large, so they may take some time to load.