Unusual oxidation numbers for alkaline earth metals?
This answer is an extension to @Ian Bush answer. Not only magnesium, but every group 2 element has a lower oxidation state of +0(beryllium) and +1(for other metals). 


Be(0)


A 2016 paper gives an insight to the existence of a zero valent beryllium complex compound i.e it has been verified through computational method but it is yet to be synthesized. 


  [...]The team added a single ligand i.e CAAC = cyclic
  (alkyl)(amino)carbene to $\ce{BeCl2}$ in benzene solution to give
  $\ce{(CAAC)BeCl2}$, and obtained the final product,
  $\ce{[Be(CAAC)2]}$, by reducing the beryllium with KC8 in the presence
  of a second equivalent of CAAC ligand.



Be(I)



  High resolution infrared emission spectra of beryllium monohydride and
  monodeuteride have been recorded. The molecules were generated in a
  furnace-discharge source, at 1500 °C and 333 mA discharge current,
  with beryllium metal and a mixture of helium and hydrogen or deuterium
  gases.(source)



Mg(I)


It has been described in @Ian Bush's answer. For more information, refer to these sources(1 and 2). Some examples are $\ce{Mg2RuH4, Mg3RuH3, and Mg4IrH5}$ having the $\ce{Mg-Mg}$ bond and magnesium diboride containing the metastable $\ce{Mg2^{2+}}$ ion(Credit @Oscar Lanzi).


Ca(I)


A Ca(I) Sandwich Complex $\ce{[(thf)3Ca(μ-C6H3-1,3,5-Ph3)Ca(thf)3]}$ is being described in this 2010 paper.


Sr(I)



  The high-resolution infrared spectrum of gas-phase $\ce{SrF}$ was
  obtained in emission with a Fourier transform spectrometer.[...]
  (Source)



Ba(I)


3 isotopes of barium in $\ce{BaF}$ (Source).  In [2018] Wu and Lerner (source) reported a barium(I) in a complex graphite intercalation compound.



I did not had to google each and every element to search for lower oxidation state. The wikipedia article of oxidation element gave a list of all posible O.S of element. Information regarding unusual O.S of any element can be found in the footnote and thus only clicked the relevant elements for the answer.