War of the Worlds panic is a frequently-asked question. Unfortunately, it's not a frequently-answered question. The only answer I see is from "War of the Worlds, by H.G. Wells, was published in 1898. In 1938, Wells broadcast it over radio. Why didn't people recognize it as an adaptation of the famous book written over 40 years prior?" at https://www.reddit.com/r/AskHistorians/comments/2ftde7/war_of_the_worlds_by_hg_wells_was_published_in/ .

/u/MaryRobinette cited two sources.

One article was Jefferson Pooley and Michael J. Socolow, "The Myth of the War of the Worlds Panic", Oct. 28 2013, http://www.slate.com/articles/arts/history/2013/10/orson_welles_war_of_the_worlds_panic_myth_the_infamous_radio_broadcast_did.single.html . Despite the slate.com location, it looks like they have examined the literature and applied critical thought.

The other article was W Joseph Campbell, "The Halloween myth of the War of the Worlds panic", 30 October 2011, http://www.bbc.co.uk/news/magazine-15470903 . Nota bene: W Joseph Campbell is not the late Joseph Campbell as in The Hero with a Thousand Faces. W is a professor at American University's School of Communication. He considered the program in his book Getting It Wrong: Ten of the Greatest Misreported Stories in American Journalism (2010).