This looks to be an interesting read: The Police and the Paranormal by Andrew Owens. Put out by the Center for Fortean Zoology's Fortean Words publishing company, it contains (as you'll see from the press-release below) a number of cases in which police officers have investigated, or been witness to, cryptozoological creatures, UFOs, and much more.
As soon as I have read the book, I'll be reviewing it right here.
Here's the press-release from the CFZ's Jon Downes:
Police officers are widely regarded as amongst the most highly credible of eyewitnesses. And yet here they risk professional ridicule by revealing their otherworldly encounters with things that shouldn’t exist - but do.
* Crime Scene Investigators sift through the grisly remains of Cattle Mutilations and Spontaneous Human Combustion - and reach some startling conclusions;
* A Constable is hypnotised to recount his alien abduction;
* Detectives enlist psychics to help crack murder cases;
* Patrols see panthers and pumas at close quarters;
* A Detective reports the longest-ever sighting of Nessie;
* Officers’ close encounters of the first kind, second kind, third kind and deadly kind
Gathered together for the first time, this unique collection of true-life encounters between the police and the paranormal is utterly compelling and highly believable, suggesting that the long arm of the law extends way beyond this world and into the next.