Well before the "you'r a tin foil hat wearing nut" people start posting. Lets consider a few things that are fact.
During ww-II Allied & Axis pilots reported balls of light following or circling their aircraft. They were called Foo Fighters.
The US seriously started investigating UFO's when ww-II ended, Project Sign. In 1948 Project Signs initial intelligence estimate, concluded that "the flying saucers were real craft, were not made by either the Russians or US, and were likely extraterrestrial in origin."
Project Grudge started soon after Project Sign's intelligence estimate was released. Grudge determined everything reported as a UFO was either natural phenomena or other misinterpretations. Ignoring the fact to this day 23 percent of the reports could not be explained.
Then we had Project Blue Book, which was mandated to determine if UFO's were a threat to National Security and to Study all scientific data obtained on UFO's. As of today, there are over 200 cases Project Blue book could not explain. The main one being the 1952 Washington DC Flap. When several UFO's flew over and around Washington DC. Were picked up on civilian and military radar. They were photographed and filmed. Air Force jets attempted to intercept them. 1000's of people in and around the Wshington DC area saw them. At the time the military tried to claim it was "swamp gas." hahahaah Since then scientists have proven it was not swamp gas and its still unexplained. What were the results of Project Blue Book. They determined UFO's were not a threat to national security. In no offical Project Blue Book docuements (except specific cases investigated) does it determine UFO are not real.
Its a pretty interesting subject once you get through all the B/S and look at some of the factual information.