There are interesting claims that the Dogon tribe of Mali, West Africa, long knew about an obscure celestial object and based some of their religious rituals around this object. Part of the story includes purported visitors from the star in question.
Though no doubt not true (the tribal spiritual leaders were probably informed of the star by western visitors in the 1930s and worked this fact into their mythos) the stories present an interesting puzzle as well as an excuse to learn a bit more about the Dogons.
Inspired by a MetaFilter post, which includes a few more relevant links.