Related to the Study of Fringe History and Pseudoscience
Clark, Jerome. Extraordinary Encounters: An Encyclopedia of Extraterrestrial and Otherworldly Beings. (2000).
Fagan, Brian M., ed., The Oxford Companion to Archaeology (1996).
Feder, Kenneth L., Encyclopedia of Dubious Archaeology: From Atlantis to Walam Olum (2010).
Fritze, Ronald H., Legend and Lore of the Americas before 1492: An Encyclopedia of Visitors, Explorers, and Immigrants (1993).
Greer, John Michael. The Element Encyclopedia of Secret Societies and Hidden History: The Ultimate A-Z of Ancient Mysteries, Lost Civilizations and Forgotten Wisdom (2006). Much good information but use with caution.
Guiley, Rosemary Ellen, Harper's Encyclopedia of Mystical & Paranormal Experience. (1991). Definitely use with caution.
Levy, Joel. The Secret Societies Bible: The Definitive Guide to Mysterious Organizations. (2010). Popular work, good place to start but not definitive.
Lewis, James R., UFOs and Popular Culture: An Encyclopedia of Contemporary Myth (2000).
McGovern, Una. Chambers Encyclopedia of the Unexplained (2007).
Nozedar, Adele. The Element Encyclopedia of Secret Signs and Symbols: The Ultimate A-Z Guide from Alchemy to the Zodiac. (2008). Use with caution.
Rickard, Bob and John Michell. The Rough Guide to Unexplained Phenomenon, 2nd ed. (2007). Very much popular culture approach with somewhat dubious connections to Fortean Times. Use with caution.
Shermer, Michael, ed., The Skeptic Encyclopedia of Pseudoscience, 2 vols. (2001).
Spence, Lewis. An Encyclopedia of Occultism: A Compendium of Information on the Occult Sciences, Occult Personalities, Psychic Science, Magic, Demonology, Spiritism, Mysticism and Metaphysics. (1960). Classic work of reference by a scholar sympathetic to the ultimate reality of the occult. Use with caution.
Story, Ronald D. The Encyclopedia of Extraterrestrial Encounters: A Definitive, Illustrated A - Z Guide to all Things Alien (2001)
Willis, Jim and Barbara Willis, Armageddon Now: The End of the World A to Z. (2006). Careful.