Laurency's The Philosopher's Stone is one I'm sure about, fairly certain I read the same thing in Blavatsky's Isis Unveiled. There are more but it's been a long time and I don't have the books available now.

Is it really that difficult to imagine? There are all sorts of traces and stories about more advanced civilizations before ours, and more advanced beings than us. As of talking monkeys, people with bird heads and feathers and so on.

I'm with Socrates, I don't know anything for sure about this world. What I do know is that the pieces we've been handed don't match up with my experience.