It is the Etruscans who are said to be that.
According to the latest findings, the Etruscans shared a lot of DNA with their Italic neighbours, but their culture (and language, most likely) descended from that of the indigenous Villanovan culture; more or less, in Etruria, the Indo-Europeans went native, probably due to how developed the Villanovan culture was when compared to their own.
There's a lot of places where this process could've occurred - for example, the Middle East and North Africa adopting the Islamic faith but avoiding outright Arabization, just like it happened in East Africa and Southeast Asia; this way, you could have Coptic, several Berber languages and African Romance survive as spoken languages in the latter, with the Aramaic-derived tongues continuing to be spoken by most of the population in the former.
Speaking of Muslim-majority peoples, the Cham have had it rough, as it was only in the 19th century that they were almost completely wiped out by the Vietnamese, while in the rest of the Sinosphere, the list of peoples that got on the wrong side of the Han is more or less infinite, but the fall of Dzungaria and Manchuria as viable entities is rather recent.
Gamer moment: somehow, a band of paleolithic, Cheddar Man-like Europeans makes it to Iceland and the Faroe Islands; quite a few millennia later, the Norse encounter a blue-eyed, dark-skinned people whose members resemble Avatar Korra to a rather unnerving degree.