1938 War of the Worlds

Widespread panic trasmitted via radio waves.

http://www.tvhandbook.com/History/History%5Fradio.htm

With that, Orson Welles and his Mercury Theater players unleashed the "War of the Worlds" on October 30, 1938 (the night before Halloween). The play, only an hour long, caused people to dash hysterically into the streets, flock to churches to pray, or fatalistically face death at the hands of Martian invaders. From the CBS Radio Studio One in New York, Welles demonstrated, convincingly and disturbingly, the power of radio.

http://members.aol.com/jeff1070/script.html

Full script.