I caught an episode of this the other day, to be specific the Mothman episode. I don't normally watch this sort of thing, but I've always found the Mothman to be an interesting character and enjoyed the movie based around the myth, so I figured I'd give this a watch.
The show as a whole is overly dramatic, they pump things up to the point of ridiculousness. At one point there's a couple on the show who claim to be 'haunted' by the Mothman after visiting the area and recording some audio of him speaking, supposedly he followed them all the way home and during the documentary they return to the place of the recording to ask him why, and to make him stop. The recording is clearly the husband putting on a voice, words cannot describe how laughably bad it is. Furthermore, if the Mothman followed them home why couldn't they just speak to him there? Why travel hundreds of miles back to the original site? Pure attention seeking, I can't begin to imagine what must be lacking in a persons life to go to the lengths of this couple.
Of course there are other people interviewed, there's a lot of supposition and attempts to connect things, the team behind the show really go to great lengths to try and promote things that just aren't there.
I feel the show would have done better to take an approach from outside of the Myth, relate the facts and find more credible people to interview. Instead it over dramatizes everything and collects interviews from people who are clearly out of their minds or simply flat out scamming people for attention or financial gain.
If you watch as an unintentional comedy you might get some mileage out of the show, otherwise stay well clear.