From Bulbapedia, the community-driven Pokémon encyclopedia.
The Pokémon Mystery Club (Japanese: ポケモン不思議クラブ Pokémon Mystery Club), or PMC, is a duo of two overzealous investigators: Ken (ケン Ken) and Mary (メリー Mary). They first appeared in Wish Upon a Star Shape and later reappeared in Crazy as a Lunatone.
Like Team Rocket, they have a motto, but consider themselves to be heroes despite their dubious methods. Although they don't use Pokémon of their own, they have a variety of scientifically advanced equipment and gadgets including bulldozers, jetpacks, robots, and rocket launchers which they build themselves using tools from the bag that Mary carries.
Their goal seems to be to do whatever it takes to conclusively prove that Pokémon are extraterrestrial lifeforms, which causes them to be motivated into capturing and stealing Pokémon species which have relations to outer space, such as Cleffa and Lunatone.