There is no evidence 'alien' intelligences have ever visited the earth, and i'm confident that all 'unexplained' events are merely 'yet-to-be-' explained events.
http://badufos.blogspot.ca/
It is fun to speculate about though.
The recent discovery of the extra-solar asteroid was especially fun to think about. No evidence to suggest it was deliberately sent here, but plenty of discussion about how, if 'something' wanted to visit us, that it fits a likely method.