Phantoms of the Cold War, radiophonic dreams of the space race: in the early 1960s two Italian radio amateurs claimed that they had tapped into secret Soviet transmissions between spacecraft and ground control. The Judica-Cordiglia brothers revealed supposed evidence of several doomed missions, which the Soviet government silenced from history. These "Lost Cosmonauts" included two humans launched into space before Yuri Gagarin's success, and a woman who orbited before Valentina Tereshkova.
The J-C brothers' technological innovations were astonishing at the time, but their discoveries were often quite dark. They include the purported sounds of one cosmonaut's heartbeat as he died, unconscious, hurtling in a final orbit, along with what they claimed was the unnamed female cosmonaut's final two minutes as her craft overheated.
Since the fall of the USSR these stories have received no documentary confirmation, and have been debunked by experts. Some hidden tales of the Soviet space effort have emerged, but these lost cosmonauts remain phantasmal, urban legends of the space race. The creepy sounds work on the ear, though, like powerful radio theater.
There's something of the Cold War Gothic in this, with stories emerging from cracks in vast, world-spanning military structures (remember that the Soviet space program was military, unlike the American NASA). We could link this to the famous numbers in the Lost tv show, where a soldier at a South Pacific listening station hears a radio voice repeating them (4 8 15 16 23 42). Mysterious coincidences and terrible luck follow. There are other stories along these lines, like Tom Delillo's short story about a crew stuck in orbit on a military station during WWIII. Surely there's academic study of this.
There's a different storytelling aspect to this theme, if we look at the deliberate hoax aspect (that's the Swedish scientist's interpretation, linked above). For instance, a Spanish art project portrayed a lost and forgotten cosmonaut, along with his dog. Joan Fontcubera created a backstory involving Ivan Istochnikov "and his faithful dog Kloka," who snuck onto a supposedly uncrewed Soyuz-2, but died when it bust into flames in orbit. This was supported by doctored photos and mixed-in historical details, and released as an exhibition in 1998. Wikipedia says a Spanish program ran a story, believing this to be true. File it under hoax storytelling, and alternate reality game (ARG) antecedents.
Less hoax-y but in the same content vein is the Russian film First on the Moon (Pervye na lune, 2005). This uses a mix of fake and historical footage to show a forgotten Soviet moon shot from 1938.
EDITED TO ADD: let's not forget the splendid Planetary issue 6, which introduces the villainous Four, who rose to power through a shadowy space program.