I know bringing up the Borg is probably asking for trouble, but I recently watched the episode "Unity" and was rather impressed. I felt that this episode presented a possible explanation for the beginnings of the Borg. I had always wondered what it was that took the Borg from what was presumably a single sentient species and turned them into the mechanical monstrosity we see in the current time line. The apparent joy felt by the mini-collective when chakotay was added into the collective shows the beginnings of a hunger that may have eventually overwhelmed and transformed the culture that first gave birth to the mind linking technology.
But more to the point. I was curious if any other episodes in Voyager or other Star Trek series/movies/novels have shed some light on the early Borg, and of course I'd love to hear all of your thoughts on the topic!