I was playing around with a radio once when I was a kid, just slowly spanning through the static trying to find a station. I had found an old television antenna, attached it to the side of our house and ran a wire out my window to it with an alligator clip attached to the radio antenna, allowing me to get a way broader range of signals.
So I'm sitting there, early in the morning (like 2am), slowly sweeping frequencies, and suddenly I get to this station that's playing this very weird crackling sound. It sounded sort of like cracking knuckles, or maybe Rice Crispies cereal, but with a fixed, rhythmic pattern instead of being random. I sat there listening to it for a second, then it suddenly stopped and this faint voice says "It doesn't work. We're already dead. We're already dead."
It took a second for the weight of the words to hit me, but when they did I freaked the fuck out and almost threw the radio across the room. I'm pretty sure it was just someone messing around with a radio transmitter, but damn if it didn't scare the shit out of me at the time.