Well, that's something they have in common with ninjas then. :) Ninjas had lots of rumored abilities and practices ascribed to them which they didn't really have, and the ninjas of the day did nothing to counter the rumors. In fact they helped spread the rumors since it enhanced their fearsome reputation to do so.
Also: Samurai. They're know for their Bushido code of honor but there seems to be evidence that the code came about much later, perhaps as a result of the elite trying to get some control over them.