I heard this story on QI (Series K, episode "Knowledge").
Pre-1820, people did not understand bird migration. They noticed that birds disappeared every year, but didn't know where they went. Did they disappear under the sea, as Dr. Johnson thought? Did they hibernate, as Aristotle thought? One 1703 pamphlet said birds flew to the moon during winter.
Then in May 1820 (although other sources say it was 1822), a stork flew into the German city of Klutz. It was shot down by hunters, and when its body was collected, they noticed (how could you miss it?) a giant spear sticking out of its neck, like so:
Though obviously seriously injured by the spear, it had not hit anything vital, and the stork retained its ability to fly. This was an unusual occurrence in itself, until the hunters noticed that the spear was of African origin, and the injured creature had managed to fly all that distance with an 80cm spear sticking out through its neck. (I just picture it flapping its way home, saying, "Worst. Vacation. EVER." and then getting shot down at home, saying, "Worst. Welcome home. EVER.")
This was how we discovered that birds migrated south during the winter. The stork was a native species to Germany (so it's not like it was an African stork that got really confused for thousands of miles or anything), and it was clearly coming back from a warmer climate now that spring had arrived.
The above picture is of the original stork, which the hunters had immediately stuffed. It is on display at the Zoological Collection of the University of Rostock. It is now known as "The Arrow-Stork", despite the fact that it was not hit with an arrow. I think it should be called the "Murphy's-Law-Stork," because seriously, everything went wrong for this poor fellow.