When the Abbey National Building Society bought the flats at Baker Street, they got so much of Sherlock's mail that they hired a full-time secretary to answer it (presumably Greg Kinnear from Dear God). Ultimately the museum was granted special permission to create the address 221B, but it will take another 100 years of unsolicited mail before they're allowed to create Sherlock Holmes, because he totally isn't real either.
The Texas Chainsaw Massacre
In 1974, director Tobe Hooper created a happy-go-lucky clan of cannibal murderers based on real-life maniac Ed Gein for his film The Texas Chainsaw Massacre. Because the movie's posters read "Based on a True Story," most people decided that meant that the film was a historical dramatization, if not a straight-up documentary.
Gunnar Hansen, the actor who played Leatherface, is so often asked about the "true story" that he addresses it on his website, even mentioning occasions where he meets people who insist that they remember when the "real" Texas Chainsaw Massacre happened, which is sort of like telling Tom Hanks you remember when he played ping pong in the Olympics.