You can find "proof" and documentation on just about everything... I wish I still had a copy of it but there is a fantastic book on Unicorns that involve a bunch of Monks who protected their secret and other such... there was a contest associated with it in which the horn of such a beast was hidden somewhere here on the North American Continent... it's worth tracking down...
What must be remembered is that all legend and lore stems from some kernel of truth; especially when you recognize the art of parable and metaphor that's sewn into so much of it.
It was either the History or Science channel that just ran a wonderful program on Dragons, their evolution, etc. and why the Chinese Dragon looks so different from the European dragons, etc. It was hosted by Patrick Stewart and had some awesome special effects as well as phenomenal science backing it up
When it comes to "the little people" I'm a firm believer that something must substantiate this idea in that you find legends surrounding them the world over and in cultures that are entirely removed from one another. Now whether the Fey are in fact those souls that didn't make it back to heaven when God closed the doors and condemned Lucifer & Co. to exist outside of the heavens... well, that's a matter of Catholic lore to say the least but I tend to believe that those Moors about the Emerald Isle have a lot of interesting things about them... especially given how drunk the Irish are known to stay...
