The world is full of deep pockets of weirdness. Some of the great mysteries have really mundane explanations. The chupacabra is just a coyote with mange, that skeleton they found on that Pacific island in 1940 was Amelia Earhart's, Nickelback's success is maintained by sacrificing a child to Asmodeus once a year. However, there are stories that take everything you know about reality and twist it into an unholy balloon animal.
When science fails and religion is at a loss, then it's good to know we can turn to the world of fiction to explain away the terror...or make it even worse. Really, it's a toss-up depending on who's telling the story. Still, an explanation by fiction is better than no explanation at all, right?
The Mystery: In 1900, sponge divers discovered a ship wreck from over a hundred years before the birth of Christ off of the coast of the Greek island of Antikythera. In the wreck they found the remains of a computer... a real computer. Not all that different from what we wrote this sentence on.
The Antikythera Mechanism was likely a Greek invention, or at least whoever built it wrote the instructions in Greek, and was used to calculate the position of heavenly bodies simply by entering a date. You might recognize that as a freakin' iPhone app. Plus, the technology and miniaturization used in the mechanism involves techniques that don't reappear in the historic record until the 14th century, and utilizes application of physical laws not written until Isaac Newton.
Fictional Explanation: The Time Traveler never returns in H. G. Wells's novel The Time Machine. He pops home just long enough to tell about his adventure in the future, have dinner and then he's off again. The book's narrator states that the Time Traveler wasn't heard from again. We can only assume he visited Ancient Greece, his machine broke down and he died attempting to rebuild the technology.