Lost Tapes was a series that aired on Animal Planet from 2008 - 2010. It was fairly short-lived, with only 14 episodes in its first season.
The premise of the show is pretty simple. Each episode looks at a cryptid or monster of some kind in a "found footage" type of storytelling. The first episode, for example, is effectively an encounter with a Chupacabra, as seen through the video camera of a Mexican girl sneaking across the border into the US, and then through the body cameras of the border patrol officers that find her.
Interspersed between camera shots, there is typically narration or a factoid which gives insight into current theories about the creature or the area it inhabits.
(This one refers to the journey on foot of illegal immigrants from Mexico to the US.)
Unfortunately, which the episodes are a list of the most well-known and popular cryptids, this is mostly an entertainment show, good for creeping you out and a few jumpscares. It's not any kind of real investigation, or even summation of these creatures. Most episodes are only around 20 minutes long too, so it's not hard to blow right through an entire season in a day.
The first season was also the best, delving into such staples as the Chupacabra, Bigfoot, Megaconda, Thunderbirds, and Megalania. Unfortunately, over the second, and especially the 3rd season, they had to reach for monsters people would recognize. The 3rd season falling prey to zombies, poltergeists, and even the Mayan god Quetzalcoatl.
Still, the show has a fair bit of entertainment value, and would fit right in for an October marathon if you can find it on DVD.