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Exceptional experiences commonly described as parapsychological or as extra-sensory—including precognition, telepathic impressions, meaningful coincidences, and other forms of anomalous cognition—remain among the most controversial topics in consciousness research. Population studies consistently demonstrate that such experiences are widespread across cultures and appear to transcend ordinary spatial and temporal constraints. This critical review focuses on methodological challenges and theoretical implications of investigating phenomena that may suggest forms of non-local consciousness. Experimental research has produced small but statistically significant effects in several domains; however, inconsistent replication outcomes, limited effect sizes, and the apparent elusiveness of effects continue to challenge interpretation. One central difficulty is that spontaneous exceptional experiences often emerge within emotionally meaningful personal contexts that are difficult to reproduce under controlled laboratory conditions. To address this limitation, the potential contributions of qualitative approaches, including phenomenological methods that can capture the experiential richness, contextual factors, and temporal dynamics of anomalous experiences are highlighted. A particular focus of this review is the relationship between exceptional experiences and altered states of consciousness (ASC). Across meditation, psychedelic experiences, Floatation-REST, and other ASC-inducing practices, individuals frequently report mystical transformations including dissolution of body boundaries, a sense of timelessness, and unity experiences. These phenomenological characteristics closely resemble descriptions associated with non-local consciousness that appear to exceed ordinary spatial and temporal limitations. It is argued that progress in this field requires methodological pluralism, integrating rigorous quantitative experimentation with qualitative investigation of first-person experience. Such an approach may help clarify whether exceptional experiences represent cognitive constructions or indications of more fundamental properties of consciousness.