Take a walk in a Norwegian forest at twilight and marvel at how easily it is to see trolls in the roots of fallen trees. A lot of black twisted shapes against a darkening sky are like hallucinations as your mind tries to make sense of it, tries to assess the danger of the situation (wolves etc) and you begin looking for higher ground.
Consider the Bigfoot stories. No evidence seems to be required.
I would not be surprised if stories of other worldly beings aiding in the construction of the pyramids of Egypt long after the pyramids are gone, becomes another fairy tale or at least a derivative in part of that theory.