I've never really studied these things much, but have occasionally caught the odd documentary which delved into these things. There have been a couple that have stuck in my mind. One was a theory from some evidence that Neanderthal may not have been wiped out by Sapiens so much as bred into them, with the outward Sapien physical characteristics being dominant, so they aren't apparent in us. We still have stronger and weaker genetic characteristics in different races even today.
The other was some evidence found of some remote village in Russia, I think, where the villagers had bred with what we'd call a yeti or big foot. They unearthed one of the offspring that survived from that union. It's entirely possible there have been other hominid survivors into recent times that we've labelled myths.