Strange phenomena in the sky? People have reported such matters for a long time, even though the “flying saucer” fad only dates back to the 1940s. In the late 19th century people instead spoke of encounters with human-piloted airships with amazing capabilities, and in earlier times chroniclers mentioned observations of dragons or scary omens among the clouds.
Every now and then old art unbiddingly kick-starts my creativity. When I recently saw this painting by Caspar David Friederich, a Romantic artist active in the first decades of the 19th century, I read it as a depiction of a UFO encounter by two Germans during the Napoleonic Wars. X-Files in a historical setting, so to speak.
Such an interpretation could serve as the starting-point for an adventure in Götterdämmerung (a Swedish 18th-century horror RPG); as a clue indicating that something nefarious travels through time in Skuggornas Mästare (a Swedish modern-day conspiracy-themed RPG); or as the inspiration for an “X-File-ish” campaign that mixes GURPS Age of Napoleon with GURPS Atomic Horror.
It is also possible to realign the steampunk Space 1889 to a tarpunk Space 1809 by letting UFOs take a group of Regency-era adventurers to Mars (that world remains the same, just remove Victorian colonialism). Martian muskets and steam engines use technologies that are familiar to Westerners of that era, and serious speculations about alien populated worlds were introduced in European academia already in the 16th century, by for example Giordano Bruno.