Tony2077 said:
reality has a way of ruining lots of things
Yes, and no. The problem with the justification being given here is that it's using the logic that if science can't measure something, or prove it exists, it does not exist. That is flawed logic and supremely arrogant. The thing about "supernatural" happenings is that they exist outside the realm of what we think of as being possible, and of course even with applied science we cannot make sense of them. That's part of what makes the unknown scary.
That said, you also need to consider conspiracy theories when having a discussion like this, some of which are more plausible than others. The bottom line is that in many cases a good conspiracy theory continues because it's impossible to ever truly disprove. Popular conspiracy theories involve things like hidden government tests, research, and of course attempts to debunk phenomena the government doesn't want known or can't control, at least in the public eye. This ranges from UFO cover ups, to cover ups of the supernatural, to theories about illuminati type groups and cults. The thing about conspiracy theories is they are easy to dismiss because "nobody could ever conceal something like this, or get enough people to cooperate" but at the same time when you look at some things governments have covered up successfully and were outed after it was no longer useful to do so, or some of the big "conspiracies" that failed it can become quite disturbing. For example the government was involved in wide-scale covert and propaganda ops. during World War II. It wasn't until fairly recently we learned how bad they were lying about the Nazis when testing showed things like "human flesh lampshades" made by Nazi psychos in concentration camps were actually made of goat skin for example. One of the best ways to conceal a conspiracy is with disinformation rather than pure secrecy. Of course even secrecy works as well to an extent, one reason why Scientology is such a "big deal" is because of how successfully it's closed itself off, this despite having it's own "Navy" (Sea.Org) which many people don't even know (or remember), even those who leave the cult at what they believe is a high level have no idea about a lot of the upper functions of the organization/business which is part of why it continues to thrive. "The Solar Temple" actually managed to infiltrate big business and government before it was eventually outed and shut down. "The Church Of Claire Prophet" was actually stopped from going on military massacres by dumb luck.
At any rate, since we're going into creepy conspiracy theories, a few of the ones I feel are most "relevant" are:
1. Hitler's "Magic Box": One of the things that made Hitler the force that he was, was an uncanny ability to convince a lot of people who would be his enemies or rivals to join his side. Unusual, especially when he was playing politics because a lot of the people he converted to his side were those who would have opposed him simply for a power base, like most politics right and wrong being irrelevant. That said, after various private meetings a lot of rivals for power basically came out as massive Hitler fanatics, he basically gave a lot of his leadership and supporters something bigger than themselves to believe in. Hitler was famously obsessed with science, history, and the occult in equal measure, and had some of the best scientists and archaeologists of the day working for him (which inspired things like Indiana Jones movies). Hitler's goal was to restore the true Aryan race through genetic science, Hitler believed the "true Aryans" were a race of blonde haired, blue-eyed giants with psychic powers who lived in Atlantis before some cataclysm destroyed the continent and forced them into the rest of the world where they bred with humans to the point of losing everything that made them special, although the "purist" fragments were of course in Germany. This is why Hitler preached a "Master Race" doctrine despite not fitting his own definition, he was out to basically prepare the world for the returned master race he planned to restore who would then rule us. Insane? Well according to many theories Hitler had proof of all of this, and even knew where Atlantis was. According to some legends he even took some particularly vehement opponents down on a submarine to an undersea Nazi base to prove his various theories directly... and it worked. These stories are arguably what inspired certain ideas like Bioshock's "Rapture".
Hitler also had guys like Mengele working for him, Mengele was a huge believer in psychic phenomena and was particularly obsessed with twins due to the link they happened to share. He was one of the doctors working towards the genetic research and breeding programs that was going to re-create the master race.
Here is the thing though, when World War II ended, almost all of Hitler's research was gobbled up by the US and Russia and both sides sat on it. This includes a lot of the stuff his Archaeologists found. A lot of the records of The Brotherhood Of Thule (Hitler's occult society) were likewise also seized. The thing is that everyone denies a lot of this stuff ever existing so we have no idea what Hitler actually thought he knew. At the same time though we benefit from a lot of the knowledge garnered by people like Doctor Mengele despite it being inhumane (a big moral question). To put things into perspective, as disgusting as his methods were Mengele was a genius, one of the finest minds the world has ever produced, he said psionics exist, scientists later said they don't, but at the same time without his resources or lack of ethics, and of course we don't know what kind of records the government is sitting on....
2. One fringe theory out there right now is that the government(s) have been heavily involved in encouraging the development of found footage movies, youtube hoaxes, and other things. The idea being a disinformation campaign for the information age. In a world where everyone has a camera keeping things like the supernatural under wraps would be neigh impossible, however if people are conditioned to dismiss even evidence of this sort as a bunch of kids trying to make their own version of Blair Witch or phrank people, they effectively do the government's job for them. After all if I put a video of myself up on Youtube telekinetically flipping cars, or if someone uploaded a video of people actually being hunted down and killed by monsters in the woods, ritual sacrifices by covens, parallel dimensions, cthulhu monsters waving tentecles around through portals, or whatever else, would any of us believe it nowadays? Given that we by definition distrust any evidence anyone could present, it thus means the ability of one person to prove anything to another is almost non-existent.
I could do others, but those are two big ones that deal with the idea of us not getting the full story from the "top men". Not to mention the simple question that if you had freaky powers that were useful, would you show up before a government panel and prove they exist? You have no personal benefit inherent in doing so, even if the government offers money your powers are probably more valuable (and could be used to get money). Basically some dude interested in say visiting a government panel to prove he can bend spoons is probably a fake, because a real person who could do something like that could do a lot of other things as well (screw with/bend locks, mess with slot machines, cheat at dice).
In parting I'll mention the infamous "Philadelphia Experiment", without going into the details (it's famous and you can look it up) the long and the short of it is that it's in no way not a creepy thing. See, the idea of them having made a ship teleport is creepy, but even worse is if you consider that the government made this all up to troll the Russians, and managed to actually succeed at it big time before coming clean. Basically, whether the government actually did this, or faked it with disinformation, leads to some rather interesting questions... conspiracies can't happen? Well this one trolled the USSR and the world long after it's intended usefulness. That display of power and organized control pretty much means the government could probably hide, or convince people they are doing, nearly anything.
So basically, if something malevolent and supernatural happens to you this Halloween, just remember it's not scientifically plausible as you go out screaming.... but remember, the tin foil hat brigade has been warning us all. Save the final curse you throw out before your death rattle for Uncle Sam, John Bull, or whatever patron figure represents your country... odds are they knew all along.