While I seriously doubt there's any chance of this ever happening. The ideas been bugging me for days now so I might as well throw it out there.
A small faction with lodges in Europe, ostensibly they think of themselves of monster hunters, using weapons thathave been passed down in their order. They don't fare so well now that actual monsters are showing up in ever increasing numbers. They may or may not have deep roots, going back to the knights Templar.
Xcom first encounters them shipping contraband (chupacabra corpses, live megascorpions in cages, etc.) Investigations proceed and xcom catches one of their hunting parties. assaults one or more of their lodges, finally near the end of the first year their main base of operations is wiped out by one of the cults. If the player has gotten far enough along this arc then xcom can intervene, if not there's just an event mentioning that police found the aftermath.
Gear: The trophy hunters are into archaic weapons. Crossbows, axes, throwing knives, etc. But also maces, flails, warhammers, blackpowder guns (inexcusably slow to reload, terrible against armor, short range, but at least the lead balls hit like a truck. Possibly creates smoke when fired), and the Arbalest, a monster of a crossbow that likely takes a full round to reload, and has to reload after every shot.
Armor: Their archaic armor tends to be better against melee and stun damage, but heavier and more restrictive. Gambeson (more or less equivalent to leather coat), chain or scale mail, Brigandine, Full-Plate Mail. Possibly one legendary suit of plate that rivals early tritanium armor.
Other items: taxidermy werewolf, taxidermy chupacabra, taxidermy sectoid, mega-scorpion stinger necklace, etc.
If xcom wins in the final mission of the arc the organization is still wiped out, but xcom gains some free recruits who are skilled at melee.
Also, there would be a new subculture that allows these weapons to continue to show up later in the game.
Also also, a subculture of pirates would just love those blackpowder weapons.
