There are many stories out there of incidents that happened before 1947, when UFO reporting became mainstream. The problem with some sources is that they have been either made up or come from Urban Legends. One of the major stories I am referring to is the Aurora Texas crash of 1897 that had been dismissed as a hoax. (The UFO Hunters did a great investigation proving something did happen there.)
Also of note is the discovery of an ancient room with Egyptian-like artifacts in the Grand Canyon. The story of that one has also been deemed a hoax, but is very detailed. Most hoaxes are not as detailed. That does not mean it isn't a hoax, but it should get a good investigation like the Aurora TX one did.
There is also the case of the young man (or boy in some tellings) who went to get some water from a well and disappeared. There have been many variations of that tale, and that is what it turned out to be after investigation from Kevin Randle:
http://kevinrandle.blogspot.com/2008/09/disappearance-of-oliver-lerch-larch.htmlThis shows that many of these cases need to be investigated, and some can actually be solved. Charles Fort was one of the first persons to start collecting information on such mysterious cases. The collection of records that survive (there was a fire that destroyed some unfortunately) would be a great place to start.