The growing awareness of the importance of the fossil record in the Milky Way for constraining galaxy formation theory is reflected by the increasing number of new ground- and space-based surveys designed to unravel the formation history of the Galaxy. Recently, a new kinematic survey has been produced by means of spectro-photometric data from the Sloan Digital Sky Survey (SDSS-DR7) and high-quality proper motions derived from multiepoch positions from the Guide Star Catalogue II (GSC-II). In this framework, we assembled a sample of ~ 30 000 FGK nearby metal-poor (sub)dwarfs for which selection and distance estimates take advantage of accurate stellar atmospheric parameters (effective temperature, surface gravity and metallicity) derived from SDSS spectra. Here, as one of the most interesting applications of this catalogue, we consider the feasibility of probing fossil signatures of the formation of the Milky Way by selecting and analysing subsamples of stars as tracers of the seven-dimensional space distribution (full phase-space coordinates plus chemical abundance) of the Galactic halo population within a few kiloparsecs from the Sun. Preliminary results exhibit statistical evidence for discrete overdensities localised in kinematics and in the space of adiabatic invariants (angular momentum and energy). By examination of their intrinsic properties, we suggest that they may be possible fossil signatures of past mergers or other accretion events.