I've been reading Demon Haunted World, and Sagan talks a lot about alien conspiracy theorists. He notes that virtually all of the early "sightings" have details that seem to stem from a specific interview with a private plane pilot, Kenneth Arnold, in 1947.
Supposedly, he described some unidentified flying objects that "flew erratic, like a saucer if you skip it across the water." He was not saying they looked like a saucer, but reporters misquoted him as saying they looked like a flying saucer. The rest is history, suddenly people were reporting flying saucers all over the place.
But particularly, reports started springing up after WW2 near areas where the military was testing new flying contraptions. And it behooved the military to stoke the incredible conspiracies, because of course they want their tests to remain secret.