For some X-Files type stories, The Books of Charles Fort might be of some interest. Charles Fort was born in 1874, Albany, New York; died 1932, The Bronx. He was a collector of news items of strange phenomena.

Melbourne Argus, Feb.23, and March 1, 1890 – a wandering monster. A list of names and addresses of persons who said that they had seen it, was published. It was a creature about thirty feet long, and was terrorizing the people of Euroa. “The existence of some altogether unheard-of monster is vouched for by a cloud of credible witnesses.”…

In the Sunday Express (London), Dec. 5, 1926, Lieut.-Colonel Foley tells of an occurrence…A room in Corpus Christi College (Cambridge University) was, in October, 1904, said to be haunted. Four students, of whom Shane Leslie, the writer, was one, investigated. Largely the story is of an invisible, but tangible, thing, or being, which sometimes became dimly visible, inhabiting, or visiting, this room. The four students went into the room, and one of them was dragged away from the others. His companions grabbed him. “Like some powerful magnet” something was drawing him out of their grasp. They pulled against it, and fought in a frenzy, and they won the tug. Other students, outside the room, were shouting. Undergraduates came running down the stairs, and, crowding into the room, wrecked it, even tearing out the oak panelling…

New York Sun, Dec.22, 30, 1883 – that in a closed room in a house in Jordan, N.Y., in which a man was dying, stones were falling.

The Books of Charles Fort, published 1941 by Henry Holt and Company, New York. Published for the Fortean Society, formed in 1931.