Should we correct people when they say a story is real? Opinions wanted.

I just recently (like 30 seconds ago) decided to correct a person who has been swearing that a story is true because they've seen videos of it on youtube.  I want to know how the rest of you feel about this, because I'm on the fence with this topic most of the time.  On one hand, I hate to ruin the fear factor of a story by reminding people that it's fake, but on the other hand, I feel like it's the responsible thing to do at times.  So what do you guys think?  Do you think we should weigh-in and correct people when we see this, or should we just let their imaginations run wild and let it be?