I'm just wondering why hasn't anyone tried a Slendermane story where he has his Proxies? Because Slender Man has Proxies like Masky, Hoodie and Kate the Chaser so why can't SlenderMane have Proxies in his fanfics?

I've wondered that too. Proxies are a big part of the Slenderman mythos. Part of me thinks that they don't want to make carbon copies of above ones you mentioned. Those proxies not only codified what means to be a proxy but has also been imitated countess times, each iteration not bringing anything new to the concept. But that doesn't mean that it can't be done right. It just means more thinking through about how a person can a make a proxy without being cliche or just Xpony with a mask on.
Lets think about what a proxy is. A proxy is individual who serves or is controlled by the Slenderman (in this case Slendermane) and used to commit tasks to further its agenda. So step one of making the Proxy should be give it a task or objective. Even if you don't exactly know what that task does for the Slendermane, it can still work because the Slendermane's goals are alien and bizarre to us. So its helps the mystery and scariness when finding out the these agents of the Slendermane are doing tasks that have something to do with each other but can't be figured out. Next don't make them the character friends, this worked well with the above examples but if you are trying to bring something new to the idea work with different characters. It isn't hard, Ponyville is filled with Background ponies, pick one and have the characters notice that X is acting strangely, tired, walks with a limp like the creepy dude we push out the window.
These are just some ideas. The point is, Proxies became overused in the blog and videos and people became tired of the concept. Its the ones that didn't just copy the idea off of MH and took it in unique directions like EverymanHybrid and TribeTwelve that keep the idea alive. That's my two cents.

3858986 That's actually helpful.

3858913 there is one. Look up Waking Nightmares by KnightMysterio. As a warning, it's also a Team Fortress 2 crossover.

3859636 Yeah I kinda suspected someone would bring that up at some point.

This thread makes me want to do a Proxy story holy crap. *furiously begins to type*

3861350 Then what's stopping you then?

Here's another:

http://www.fimfiction.net/story/4170/ever-watching

3991911 I actually read that and it is an interesting story.