then again, most of the stuff I listen to is sf/fantasy/horror, which has a long tradition of compensating for the weirdness of the subject with the ring-of-truth vibe you get from an epistolary or found-footage narrative.

Weird fiction especially has a long tradition of the documents in the case; those are honestly the antecedents I assumed for something like The Magnus Archives, not necessarily the frame-story of War of the Worlds.