There's a brief but good discussion of this in WItherington's Socio-Rhetorical Commentary on the book of acts. I summarise the main points below.

Firstly, we have some evidence from Pausanias, who writes Descriptions of Greece in the late 2nd sentury. He speaks of "altars of unknown gods" in the plural, at Athens. Secondly, the scholar P.W. van der Horst surveys mentions of "altars of gods" in Greek and Roman literature to generally refer to individual altars dedicated to individual gods, rather than altars devoted to several gods together. Thirdly, we have some evidence from the early 3rd century, that confirms the presence in Athens of altars for unknown gods.

The only archaeological evidence is from a 2nd century find in Pergamum, with a broken off inscription that could well be restored to mean "to gods unknown".

Why would an altar be dedicated to a god or gods 'unknown'? For one, altars were often reused, as F.F. Bruce points out. In this case, an altar might no longer be identifiably associated with a particular god, and so once restored would be dedicated to that 'unknown' God. Secondly, someone might erect an altar to a foreign god, not knowing its name. Thirdly, Gentile God-fearers might refer to the Jewish God with the epithet 'unknown' since his name was not spoken and his image was not replicated in worship.