My mother and grandmother both saw a UFO in West Virginia when my mother was very small, and they both still remember it. They were walking down the street one afternoon and a bright light seemed to follow them, and when they stopped at the corner and turned onto another street the light did a 90 degree turn as well. They started to get scared and run, and the light followed them, apparently disappearing before they reached home. Neither of them has any idea what it could have been.
That sounds a bit like ball lightning, which is pretty freaky and rare.
https://en.wikipedia.org/wiki/Ball_lightning