The term "UFO" is, in common usage, a pretty ambiguous one, meaning (for many people) structured physical craft of alien origin. If we take a more literal definition – structured objects, of unknown origin, supposedly seen in the sky – then, yes, there are many such reports. There is always more to say, but, while you wait for fresh answers to your question, you might like to check out a previous answer of mine, which looks at one example: "sky ships" (literally, complete with crews and anchors) that were supposedly seen in the sky over various places in Europe during the medieval period:

Is the tale of Magonia and the sky sailors attested beyond the work of Abogard?