It depends on how you define an 'event,' but the Seattle Windshield Pitting Epidemic of 1954 might qualify.

It was not an event where thousands of people standing in the same place claimed to have seen something at the same time and it was false (if that's what you are asking). However, it was a case where thousands of people in a region believed they were experiencing a bizarre new pitting phenomenon on their car windshields that turned out to be normal wear and tear. As the Seattle Police investigation found:

"The pits had been there all along, but no one had noticed them until now."