Last Days (winner of the British Fantasy Award for Best Horror Novel of the Year) by Adam Nevill is a Blair Witch style novel in which a documentary film-maker undertakes the investigation of a dangerous cult--with creepy consequences

When guerrilla documentary maker, Kyle Freeman, is asked to shoot a film on the notorious cult known as the Temple of the Last Days, it appears his prayers have been answered. The cult became a worldwide phenomenon in 1975 when there was a massacre including the death of its infamous leader, Sister Katherine. Kyle's brief is to explore the paranormal myths surrounding an organization that became a testament to paranoia, murderous rage, and occult rituals. The shoot's locations take him to the cult's first temple in London, an abandoned farm in France, and a derelict copper mine in the Arizonan desert where The Temple of the Last Days met its bloody end. But when he interviews those involved in the case, those who haven't broken silence in decades, a series of uncanny events plague the shoots. Troubling out-of-body experiences, nocturnal visitations, the sudden demise of their interviewees and the discovery of ghastly artifacts in their room make Kyle question what exactly it is the cult managed to awaken - and what is its interest in him?