The Great Orion Nebula - Messier 42
At least for me, it is not too difficult to believe that the skilled Mayan astronomers and other Native Americans had seen Orion Nebula far before the 16th century European invaders. Apparently the first European observation of the Great Nebula (the nebula - Galileo saw a bunch of stars in 1609) is from 1611 by Nicholas-Claude Fabri de Peirsc or Johann Baptist Cysatus (independent discovery). At least for me, it is quite hazardous to state that "The Great Orion Nebula, was not known to pre-telescopic observers" as stated in the 2006 book Atlas of the Messier Objects.  Not only is the Great Nebula an obvious naked eye object but for observers such as Al'Sufi to completely miss an object of this magnitude but discover Andromeda galaxy is simply puzzling. Granted, Andromeda galaxy is a lot larger in size and the region of Orion Nebula is peppered with faint stars. The questions remains.
The ancient Mayans saw Orion s a turtle with three stones on her back. Three stars (Rigel-Saiph-Alnitak) form a triangle known as Oxib X'kub' (three stones of the hearth). Directly in the center of this fireplace lies the Orion Nebula, possibly seen as smoke rising from the hearth, at least so by the the K'iche' people. 
Then there's the case of the Aboriginals. It has been suggested that the Aboriginals were the first astronomers on earth going back whooping 50 000 years.  With this in mind, it is easy to believe that several of the southern sky's key features were spotted long before Nicholas Louis de Lacaille and other European observers. According to Ray Norris, the Yolngu people in Australia saw Orion Nebula as a fish (Kingfish) caught by three brothers as told in an old lore tale.  Sadly, the aboriginals mostly have only verbal stories and legends of the night sky and not in the form of writing. This shouldn't however make the old stories any less trustworthy. Some drawings and paintings remain but the colonization of the English did a pretty good job in wiping away thousands of years of memories and stories.
Since the 1902 paper "Messier's Nebulae" by John Ellard Gore, Messier's number 41 usually gets credited as having been discovered by Aristotle (384 - 322 BC) sometime around 325 BC. J.E. Gore mentions in his 2nd part of his article that: "It [M41] is referred to by Aristotle in his "Meteorologies" as a star "with a tail". This much is true, at least in the modern translation of the "Meteorologica" as it says: "For a star in the thigh of the Dog had a tail, though a faint one." But, as with all of Aristotle's papers, the biggest problem is that his works have been edited, translated and edited again numerous times during the past 2300 years. This makes it impossible to know for sure, what was actually written by Aristotle and what not. When in the 12th century, the western scholars got their hands on Aristotle's papers, it is important to remember that the Arabs had translated his papers to Arabic. When the primitive Westerners came in and conquered then Arabic lands of Sicily and Toledo, the scholars translated Aristotle's works from Arabic to Latin. It is not difficult to guess that unavoidable paraphrasing must have happened more than once. In any case, the modern version of Aristotle's translated description is:
"And for this we need not rely only on the evidence of the Egyptians who say they have observed it; we have observed it also ourselves. For one of the stars in the thigh of the Dog had a tail, though a dim one: if you looked hard at it the light used to become dim, but to less intent glance it was brighter." So first if all, Aristotle mentions that the Egyptians saw the object and so have we. So even in the best case, M41 was not discovered by Aristotle but by the Egyptians long before him!
Then we come to the constellations. There are very few depictions left of the constellations in classical art or in any art for that matter.  This makes it very difficult to try to see the constellation Canis Major through Aristotle's eyes. Where exactly is the "thigh" of the Dog? Ptolemy's Almagest mentions Sirius as "the dog", "the star in the mouth"  and "Dog-star which crowns the head" . This would make one assume that the thigh and thus M41 is no where as near to Sirius as M41 is. In the 1776 "Atlas Celeste" by John Flamsteed, the (hind leg) thigh is located west of the star Epsilon Canis Majoris. Then again "the thigh", if you can ever call it that, of the front legs sits quite well with M41's position as does the description of a star that had a tail.
Another candidate for Aristotle's object is, according to A.A. Barrett, "a train of stars near Delta Canis Majoris". This undoubtedly is, what I'd actually call "a trail of five stars", near Omega Canis Majoris running south-west. It consist of 5 stars between magnitudes 5.5 - 6.9. If you consider Sirius as a "star in the mouth" and the lower parts of the constellation as the legs, there is no reason why Aristotle's description of an object should be associated with M41! Barrett's version of events is a lot better than that of Gore, based on sky charts. Visual observations of the region is required before the final call on this topic but based on simply looking at sky charts and constellation figures currently at hand, it is quite difficult to think M41 was seen by ancient astronomers in Egypt or Greece. Still, M41's appearance in Canis Major is quite striking and it is easily seen with the naked eye once you know where to look. Unless constellation figures by Aristotle come to my attention the case of M41 is impossible to close.
 Stoyan et al. 2006, "Atlas of the Messier Objects", page 173.
 Norris, R.P., 2007, "Searching for the Astronomy of Aboriginal Australians" in Astronomy & Cosmology in Folk Traditions and Cultural Heritage.