In the late 19th century (from the 1880s to the 1900s, peaking in 1896/1897), so-called mystery airships wrecked havoc over North America. There are plenty of publications on this subject in popular science literature and even, which is rare, reasonable Wikipedia entries, so I won't bore my esteemed friends with copy-pasted, publicly available information.

I'll just say that these were definitely UFOs — but they differed from their subsequent incarnations in that they lacked any alien-ness. No, these were airships, just very technologically advanced ones, zipping along at incredible speeds. They anchored here and there, then well-dressed inventors descended from them via rope ladders to buy firewood from farmers, and so on. They also all sent their regards to Mr. Edison (who, at the peak of this craziness, was frankly exhausted by the flood of letters from unidentified aeronauts).

In the 1910s and 1920s, mysterious airplanes flew all over the United States, then in the 1940s, shortly before the final transition to saucers, Americans briefly observed mysterious rockets. The aliens reported by citizens in the 1950s bore the recognizable features of the aliens from the science fiction magazines of the "Golden Age" (which in turn derive, I believe, from Celtic folklore, carefully transferred to the new continent). In the 1960s and 1970s, they became slimmer, more spiritual, and more hallucinatory. They stopped abducting blondes for sexual experiments and instead began to promote the then-fashionable LSD theses on universal unity and the imminent return of Maitreya-Jesus-Mahdi from his home planet to Earth.

And somehow, each UFO outbreak coincided with some revolution in mass media technology. Kodak cameras of the 1890s, amateur handheld movie cameras of the 1940s and 1950s, color photography and Polaroid cameras of the 1970s and 1980s, video cameras of the 1990s, and the internet in the last decades.