Critical thinking 101....
The trouble with most humans, is that they only look at the supernatural explanation without trying to understand the phenomenon they are witnessing and examining other simpler, more mundane explanations. Here's an example that I personally experienced a few years ago. I was observing on Kitt Peak when I saw a row of bright yellow-orange lights low in the northwest sky. I recognized them immediately as military flares from jet airplanes over the Goldwater Gunnery Range. I've seen them many times before and since. The image included here is an example taken just the other night showing a single military flare during a 20 second exposure (along with one of our domes on Kitt Peak). Interestingly, there are 5 other "UFO's" besides the bright military flare that appears in the lower left part of the frame - there are trails of airplanes and satellites - the satellite even glinted briefly on the far right part of the frame (but at the resolution uploaded to this blog, it will be difficult to see them all).
Back to the night in question back in March of 1997, I recognized the flares and went back to my business for the night. Several days later after returning to town at the end of my observing run, I heard stories about a UFO sighting from Phoenix. They had seen rows of yellow lights southwest of Phoenix which have become known as the "Phoenix Lights". The folks in Phoenix probably also saw a second mundane phenomenon later in the evening which was confused with the first. But using some simple triangulation, using my sighting to the NW and the sighting from Phoenix to the SW converges - not surprisingly - over the Goldwater Range. Fast forward a few years and after lots of efforts mostly by the UFO crowd, a government investigation was made which concluded - surprise - that they had witnessed military flares over the gunnery range and a flight of planes later in the night close to Phoenix. As usual, the UFO "true believers" discount the report as a coverup of what "really happened" that night.
So, 8 years after the events, we can choose to believe in an elaborate coverup of extraterrestrials causing the phenomenon, or we can recognize that some folks mininterpretted what they saw and that they were more mundane phenomena such as flares and airplanes. I know the UFO/ET explanation is a lot more fun, but the facts don't care what is fun or not.