The Trobriand Islanders of the Melanesian region, as well as many other cultures in the Australian and New Guinea regions, had a belief that there was no cause and effect relationship between sexual intercourse and pregnancy. As detailed in this monograph, the Trobrianders belived that the Baloma, the spirits of the dead, would return from the afterlife and impregnate women when they bathed in the lagoon, thus reincarnating the dead ancestor.
This often cited monograph by one of the founders of modern ethnography is a classic of the field. Malinowski makes a breakthrough observation this is not just a quaint lack of scientific understanding by 'natives'; it is part of an entire cultural complex that makes as much sense as any other, relatively speaking. He makes the point that no set of beliefs can be studied in isolation from the rest of society. Anthropology should not be the haphazard collection of random customs and artifacts, as it had been up to that point. Rather, we need to study cultures on their own terms in a systematic fashion.