We have analyzed all the archival X-ray data of 136 unidentified gamma-ray sources in the first Fermi/LAT catalog (1FGL) with Swift/XRT. We constructed the spectral energy distributions for each objects from radio to gamma-rays, and propose various methods of discriminating "AGN-like" and "PSR-like" objects. Several sources are particularly noteworthy and deeply observed with Suzaku XIS, leading to a discovery of new types of millisecond pulsars like 1FGL J2339.7-0531 and 1FGL J1311.7-3429. However, there still remain several objects whose nature is still unknown even in the 2FGL catalog. For example, 2FGL J0022.2-1853, 2FGL J0037.8+1238 and 2FGL J0157-5259 could be AGN since relatively bright radio counterparts are found in the 2FGL error circles, but shows anomalous spectral energy distributions which are difficult to be explained by standard emission models of blazars, i.e., SSC or external Compton models. In this talk, we will also report on the most recent Suzaku X-ray follow-up observations of these three sources and discuss the natures of their high energy emission.