Meg said:update: I think they are just quite close to the leg....almost sort of stretchy so it's like you got tights that are just slightly too big for you which creates that sort of 'falling down effect'
A cheap, nice and effective way to get those would be to buy semi-sheer tights. Then cut them at the top (you get two very very very long socks and you throw away the "pantie" area), when you wear them they will create the "falling down effect".