My brother and I were playing halo 2 (split screen, not Xbox live) and I was winning. I went near the corner of the map, and a huge tank appears out of nowhere and shoots me. It says Player1 was killed by The Guardians.
Fast forward a year or so, and Black Ops has come out. We're playing multiplayer (1 on 1, no xbox live yet again) and I'm winning, same as with Halo. Suddenly a grenade drops out of nowhere and kills us both. In the Feed it says "From, The Guardians".
This wouldn't be scary if it only stayed in the games.
But a year later, we're out at the store. I am approached by a man dressed in all black, and he taps my arm to get my attention. He says, "hello from The Guardians" and walks the fuck away.
My brother and I were both awestruck, and stand frozen for a bit before going home and freaking out.
Nothing has been quite as creepy as this.