Roswell, for example. I've heard/read a fair amount of stuff concerning that. I think there is something more to it than the most recent explanations.
To me, nothing seems to fit any better than the alien story. But then, its been over 60 years, and I'm sure the stories have been embellished somewhat.
However, the stuff about the ancient civilizations, the magnetic belts in space, extra planets etc. I just do not buy into.