To be more specific, I'm writing an article on the video game "Control", which involved a mysterious bureau investigating supernatural occurrences in the US. Most of these events occurred in a modern setting(beyond 19th century) and were seen as extraterrestrial or simply unexplained, rather than religious phenomenons. This is important for I believe that an implication of the all the irrational events in the game is that they occurred in an America/world characterized by the absence of religion and thus its ability to assign reason and order to things otherwise unfathomable.
In order to understand this topic better, I would like to read some studies about the events or places considered supernatural/weird that occurred in America(and also in other places if they're well-written). They could be from Salem to...I don't know, UFO sightings? Definitely something more serious than "the top 10 haunted houses in Montana" sort of stuff. History is of course the most preferred but those crossing into other realms, like psychology, are also welcome. Since I'm not particularly familiar with this topic, all recommendations are genuinely appreciated!
You're basically describing the books of Charles Fort, from whom we get the word "Forteana" to describe unusual and inexplicable events. In particular his four books:
All of which are available online, and cover a wide range of anomalous phenomena.
[edit] For occult happenings in general, you might want to check out The Morning of the Magicians (1960) by Louis Pauwels and Jacques Bergier, and The Magical Revival (1972) by Kenneth Grant, although I should warn that neither of those is a work of history per se, but goes full-bore into a kind of quasi-historical narrative from whence many contemporary conspiracy theories are derived.