They are generally rare, and not well documented, but you could say the same of "abductions" today. Here is a typical one:
In 1645 a Cornish teenager named Anne Jeffries was found unconscious. When she was revived,she said that she had been assaulted by “little men.” She had been unable to move as they took her up to their “castle in the air,” where they molested her and then sent her home. She referred to these men as “fairies".
Often though, early reports often refer to aspects of religion. For example, a possible early MIB report:
[Norway, 1730] A thirteen-year-old girl told investigators that some years earlier she had accompanied her grandmother on a trip to meet the devil. On their way they met "three men dressed in black, whom the grandmother referred to as 'grandfather's boys.' Once they arrived and met the devil, grandmother called him 'grandfather.'"
William Woods, "A History of the Devil", 1973
As an aside, when reports of a fortean nature occur in history, they tend to be colored by the reporters pre-conceptions; 200 years ago, the devil, nowadays aliens.
I can't think of any off the top of my head, and I tend to gravitate towards weird and miracle filled stuff. It certainly wasn't common. Carlo Ginzburg's The Night Battles describes people who believed that they were taken on spiritual journeys to engage in magical warfare against witches or processions of the dead. I don't remember any specific cases, but it may be that some of these involved a sort of abduction. The Malleus Maleficarum may have something as well, but that's sort of outside my competency era-wise, and I haven't read it in like 10 years.
The abduction story consists of a maximum of eight episodes in the following order:
- Capture. Strange beings seize and take the witness aboard a UFO.
- Examination. These beings subject the witness to a physical and mental examination.
- Conference. A conversation with the beings follows.
- Tour. The beings show their captive around the ship.
- OtherworldlyJourney. The ship flies the witness to some strange and unearthly place.
- Theophany. An encounter with a divine being occurs.
- Return. At last the witness comes back to Earth, leaves the ship, and reenters normal life.
- Aftermath. Physical, mental, and paranormal aftereffects continue in the wake of the abduction.
UFO Abduction Reports: The Supernatural Kidnap Narrative Returns in Technological Guise Thomas E. Bullard, The Journal of American Folklore (1989)
Sagan's UFO commentary is as a rule extremely broad and non-specific. The cluster of narrative features typical of a modern abduction report are detailed and particular, and I doubt there are many historical examples that fit this mold by more than two or three elements. Bullard does not reference any specific historical stories as examples of the modern abduction myth, despite acknowledging general similarities to say "visit to the underworld" tropes.