In book 6 of On the Nature of Things, Lucretius explains why magnet attracts iron; the picture he draws is very similar to what we now call depletion interaction (due to smaller particles being removed from the gap between larger ones):
First, stream there must from off the lode-stone
seeds
Innumerable, a very tide, which smites
By blows that air asunder lying betwixt
The stone and iron. And when is emptied out
This space, and a large place between the two
Is made a void, forthwith the primal germs
Of iron, headlong slipping, fall conjoined
Into the vacuum, and the ring itself
By reason thereof doth follow after and go
Thuswise with all its body.
Innumerable, a very tide, which smites
By blows that air asunder lying betwixt
The stone and iron. And when is emptied out
This space, and a large place between the two
Is made a void, forthwith the primal germs
Of iron, headlong slipping, fall conjoined
Into the vacuum, and the ring itself
By reason thereof doth follow after and go
Thuswise with all its body.
(translated by William Ellery Leonard)
Although this theory did not age very well, there is one particular type of electromagnetic interaction (the Casimir force) that resembles it, being essentially photon depletion.