Ancient aliens - and other similar ideas.
Any remotely objective investigation shows that their existence is ridiculously improbable.
Why? Because the only way to assert their existence is to posit a great many ridiculously improbable assumptions in order to squeeze them into observed facts: ~we can't see them, but they exist and hide/are incredibly good at hiding to the point of being above natural law.
For example - UFOs or big foot always stay just beyond the range where the increasing numbers of cameras can take clear pictures of them (in the past, when the cameras were less performant, they used to come a lot closer). Aren't they lucky?
Or - Ancient monuments were built with the knowledge and means of our ancestors (we even know how).
But wait - aliens did the heavy lifting and managed to leave no verifiable - credible - account of their existence. The ancients knew nothing and had nothing above their level of knowledge and technology.
I guess that, beyond building a LOT of monuments for the locals - just because - they were tight-lipped, etc.