I've had a few strange things show up in my yard too! Many years ago, I was hanging laundry out on the line, when something landed on my head. It was obviously a bird, but I couldn't imagine why it landed on my head. Very gradually I put my fingers up there and the prettiest little parakeet climbed right onto them.
Another time, when I was also in the back yard, it was a gorgeous sunny day with no wind or storms. Saw some movement upwards, looked up and a large patio umbrella was floating down into my yard. Finally located the owner a couple of yards away. Never could figure out why it was picked up in the first place though. Kept looking for Mary Poppins!!!