The Slenderman mythos gets a nice rumination in "How is Slender Man Internet Folklore?" The PBS Idea Channel host frantically runs through a bunch of topics, from tulpas to SomethingAwful.
It's important to note the new media aspect of Slenderman: Web 2.0 videos, like Marble Hornets; discussion boards, where S. was spawned; social media, where the idea is shared.
Infocult has been stalking Slendy for your nightmarish benefit.
(thanks to Amanda!)