Picking up on the creepy theme of last broadcasts, the movie "The Last Broadcast" made in 1998. (synoposis from imdb) Presented as a documentary, and using the footage of the victims to show the events "as they happened", the tale follows a documentary film-maker's investigation into the mysterious murders of three would-be television personalities in the lonely Pine Barrens of New Jersey, and the purported guilt or innocence of the man later arrested and convicted of the slaying. This had some creep factor.
Movies like "The Blair Witch Project" run on that theme as well. The movie "The Changeling" had an excellent EVP session with a ghost voice on tape that wasn't heard during the recording. The movie "Frequency" was a fantastically sentimental journey of a man using a radio to talk to his dead father in his father's past and realizes he might be able to change his father's fate of dying young.
The theme of the last broadcast is a creepy one, like listening to the voices of loveds ones meeting their fates on 9-11. It sends chills through you to witness what might be the last spoken thoughts before one meets the next realm.