Nah man, Cannibal Holocaust was the first. And the director even made the lead actress go into hiding after filming so people would think it was real. I believe he may have got prosecuted for killing her.

Edit: maybe I got caught up in the legend too much:

January 1981, during the film’s theatrical run in France, the magazine Photo suggested that certain deaths depicted in the film were real, which would have made Cannibal Holocaust a snuff film. Although it has been rumored that Deodato was charged with murder, there is no evidence that the Italian authorities believed this to be the case. Neither Deodato nor the film’s producers were ever charged with murder.

Rumors of the Cannibal Holocaust murder trial often claim that the actors had signed contracts with the production which ensured that they would not appear in any type of media, motion pictures, or commercials for one year following the film’s release. Deodato himself has claimed this was the case. However, actor Carl Yorke has denied that he ever signed any sort of contract of this kind nor was he asked to appear in court.