Charles Fort - The Book of the Damned (1919)
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The first book by Charles Fort (not counting a neglected novel) has been an inspiration and target for countless readers and scholars. Fort, if you're not familiar with him, collected thousands of documented accounts of strange phenomena - frogs falling from the sky, disappearing people, floating lights, out-of-place artifacts, unexplained noises, metal bars with strange inscriptions. objects floating on the Moon and so on. This sounds like standard fringe material but Fort was perhaps the first person to collect and organize it in such bulk. More importantly he took nearly all his accounts from mainstream sources, often hundreds of newspapers that he pored through at the New York Public Library (oddly similar to Marx working in the British Library). At its best the Fortean movement that he started is open-minded, skeptical and has a sense of humor as usually seen in the magazine The Fortean Times (which I read every month though I'm a pretty thorough skeptic/nonbeliever).
But don't consider Fort a completely impartial researcher - in fact his books read far more like kook work than the actual kooks churning out books today or clogging up the blatantly mis-named History Channel. The current ones have learned to mimic scientific inquiry to create the illusion of substance while Fort felt comfortable indulging over-the-top prose and half-considered philosophy (I was tempted to quote some but just check any of this book's first few pages). As a result, Fort's books are quite entertaining, at times reading almost like prose poems, though certainly best in small doses.