No, it's not Roswell 1947. That was nothing more than a Japanese "Fugu" incendiary bomb. Sorry.
My favorite UFO/Conpiracy Theory is the cattle mutilations of the 1970s. If you were around back then, you'll remember that throughout the west, livestock had been killed -- exsanguinated and disembowled with small wounds. Wounds created with surgical precision. Ranchers and the FBI quickly waved off coyotes and satanic kids as the cause. Notions of UFOs and alien testing became popular. Also were the sightings of slient, black helicopters.
What do you think? UFOs? Or did the government -- with pressure from the persuasive and sovereign US cattle industry -- capture, test, and ultimately clean up the first carriers of Bovine Spongiform Encephelitis long before the term "Mad Cow Disease" was coined? Let the red-meat eating masses believe it's UFOs; it keeps away an invasion of creatures much more frightening than aliens ... vegetarians.