There have been a number of small, temporary Breaches between the two worlds throughout history, especially following desperate bids to avoid imprisonment by Shez'uul and (half of) The Dragon. A significant number of mankind's myths and legends may have been influenced by something from Malifaux winding up somewhere it shouldn't be. The Through the Breach supplement From Nightmares cites a number of examples like the Loch Ness Monster, Waldgeists in the Amazon, Cyclopes in the arctic north and, yes, the Fae.