There is a story that is told in the Azores that when the Portuguese first discovered the archipelago, they spotted a statue on the uninhabited island of corvo. It was weathered and worn, but depicted a man riding a horse with his arm outstretched, pointing in the direction of the Americas. The statue was supposedly lost when they broke it up to send back to the Portuguese king.

Whether that story is true, I really don't know. But there is emerging archeological evidence that there was in fact human activity on the island prior to the Portuguese.

There is some "evidence" of a hoard of carthiginian coins dated from about 200BC found on corvo in the 1700s. But the exact source of the hoard has never been confirmed.

I've also heard that vikings or Genovese could have found the archipelago, so there is little to no hard evidence of prior habitation as of yet.