I'm really not the type of person to believe stuff like this, but... the Ministry of Defence has recently released its previously secret UFO files, covering 1986-1992.
While it's easy to be cynical about phenomena like ghosts due to the fact that it's usually only one person at a time who sees one, some UFO sitings are en masse... a variety of people spotting the same object at the same time, even military pilots (who in some way could be seen as expert witnesses) being ordered to give chase and fire upon UFOs by their superiors.
What's going on here? I personally don't believe that group hallucination is possible to this degree, and I'm extremely sceptical that any military would have been able to develop and keep secret such advanced technology as this (they do an awful job of keeping any of their other 'secrets'). Which leaves human time travellers... or aliens? Or maybe just that for some reason the military/government have fabricated all these stories because they want us to believe in aliens for some reason.