Random African People
I live in a large African city which still has a fair amount of undeveloped/undevelopable space, and one rule to remember is that there is always someone else there that you may not see. There are people who sit alone, very quietly, in bushes or between boulders and other such places. They are (I think) harmless and don't do anything, but what they are doing has been a mystery to me for the 10 years I've been here. Most of them are too well-dressed or well-taken care of to be homeless. One thing that is annoying is that they stare at you, or at least they don't hide the fact that they are watching you.
I swear if there was some completely inaccessible cave high up in a cliff here requiring professional scaling equipment to enter, they would find a local African guy just chilling inside with no discernible means of how he got there.