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What are Unexplained Phenomena?
The term unexplained phenomena is something of a misnomer: after all, there is a very great deal which is unexplained the universe itself, for one! It might be better named as 'anomalous phenomena', which Wikipedia defines as, an observed phenomenon for which there seems to be no agreeable scientific explanation. This definition too remains a bit too broad. It would be closer to say that it refers to phenomena that doesn't fit in with current scientific theories or frameworks. Even this covers a phenomenon that isn't usually covered under this heading: the history of science is the history of scientific theory having to be radically changed or discarded in order to account for unexplained phenomena.
So, a longer, but more accurate definition would be: phenomena that are not common - that is to say, they are one-off occurances, only occur very rarely or in very specific situations and which also don't fit in with current scientific theories. They are not so much unexplained as mysterious. This would fit the numerous kinds of phenomena which usually go under this heading: UFOs; out-of-body experiences; sightings of creatures (cryptozoology); crop circles; ball lighting; telekinesis (or psychokinesis); spontaneous human combustion. Often this will include phenomena that have already been explained or debunked, such as the Bermuda Triangle. Yet even this definition is far from being exhaustive: it doesn't cover topics like ancient monuments and lost civilisations, which also often get placed under the heading of unexplained phenomena. In effect it is something of a catch-all term that covers many subject areas.
The Science Library has a small section specifically covering unexplained phenomena. In particular, it has a good selection of books on UFOs. It also has scientific books which provide an overview of this area, like the Encyclopedia of Pseudo Science and Jeremy Clark's Unexplained. Some of these, like Arthur C. Clarke's Mysterious World are quite sympathetic; other books, like Carl Sagan's Demon Haunted World, take a more critical view.
The Social Sciences Library also has books on this subject area, including works by well known authors Von Daniken and Colin Wilson. Arts, Language and Literature has related fictional material, with other more exotic headings: amazing, weird, uncanny, bizarre.