After centuries of bloodshed, tears, and madness, it is said that some vampires get sick of the games Kindred play against each other. These vampires want nothing more than to be free of the rat race among the younger Cainites and free of the puppeteering of the older Cainites, so they remove themselves from the scene. They avoid their own kind as much as possible and harshly discourage anyone who would disturb their peace. These vampires are known as the Inconnu and while they do not appear to work as a group per se, they do have contact with one another on occasion.
The sheer fact of the matter is that nothing about the Inconnu is clear. They appear to have some connection to one another but their group is so loosely knit that it hardly seems to be a group at all. Inconnu vampires say that they are done with the struggle known as the Jyhad and certainly no Inconnu member holds a public position of power, but vampires often lie about their intentions, especially when they are up to something. And speaking of being up to something - why do the Inconnu have members called "Monitors" stationed in many cities throughout the world? If they are done with the Jyhad, why do they need to watch it so closely?
And just what does it take to be considered Inconnu? Rumors claim that a vampire must be of low generation and of advanced age, and known Inconnu members fit that profile - but what of younger Kindred? What of higher generation Kindred who have divorced themselves from the Jyhad? Who decided the rules of the Inconnu and how often are they broken? No one dares to ask the Inconnu such questions given their power, but they remain worthwhile concerns.
Small references to the Inconnu are spread throughout various White Wolf books and most are deliberately vague; it seems that the authors wanted to keep the mystery of these monsters intact. The Elysium book has a small section that talks about how much terror and esteem the elders feel toward the Inconnu. It also talks about how elders dare to contact the Inconnu despite all risks. Beyond that, though, the information is general and scanty. The Vampire Player's Guide mentions several Inconnu members, namely: Mahatma, Monitor of Istanbul, Rebekah, Monitor of Chicago, and Dondinni, Monitor of Genoa. They are quoted for their viewpoints on particular bloodlines but that is all that's revealed. Yet another small section can be found in The Storyteller's Handbook and it offers more information than the other two books combined. The write-up briefly covers the Inconnu's policy of noninterference and what happens to those who mess with the methuselahs. There's even a sample Monitor for Storytellers to use in chronicles.
Beyond this, there's a mention of the Inconnu in the Vampire main book and apparently some information in A World of Darkness (since I don't own that book, I can't speak for it), but in any event, you can see how slim the pickings are. In third edition, Children of the Night gave full character write-ups for Rebekah, Mahatma, and Dondinni, the same Inconnu who were touched upon in The Vampire Player's Guide - but these stories only give away so much about the sect. Lair of the Hidden uses a splinter group that calls itself Inconnu but it is only a splinter group that does not represent the whole.
The earlier materials from second edition portray the Inconnu as mysterious watchers who sometimes dabble in the affairs of others. Overall, though, the Inconnu refrain from meddling and are most threatening if they are trifled with. It is repeatedly said that many Inconnu have managed to attain Golconda and a link of sympathy is established between the Inconnu and the Salubri. As time went on, the reputation of the Inconnu was painted in darker tones, as were the reputations of Saulot and the Salubri. This gives Storytellers different versions to choose from, if indeed the Inconnu are going to make an appearance at all.