I've had a long-standing interest in classic short stories and novels about mysterious animals and new species. Of course, many such stories have fantastical elements, but I prefer stories that are more science fiction than science fantasy.
The Lost World, by Arthur Conan Doyle (pdf)
I've anthologized a number of cryptofiction tales and reprinted several old novels of lost worlds and strange beasts, which are shown directly below, and available from online booksellers.
If you are on Facebook, you can join the Cryptofiction group for occasional news and discussion.