I've heard plenty about the "alien coverup" at Roswell, all of it conjecture. I was pleasantly surprised to find this article on Creation Ministries International detailing what the coverup was actually about (Hint: it wasn't aliens!). It also points out how our presuppositons lead to our worldview.
What really happened at Roswell?
You may also want to check out NASA astronaut Ed Mitchell says aliens are with us.