I was perusing the works of Gervase of Tilbury, an English writer who lived in the 13th century (just because that's the kind of nerd I am). This passage from 1211 AD really leaped out at me:
"There happened in the borough of Cloera, one Sunday, while the people were at Mass, a marvel. In this town is a church dedicated to St. Kinarus. It befell that an anchor was dropped from the sky, with a rope attached to it, and one of the flukes caught in the arch above the church door. The people rushed out of the church and saw in the sky a ship with men on board, floating before the anchor cable, and they saw a man leap overboard and jump down to the anchor, as if to release it. He looked as if he were swimming in water. The folk rushed up and tried to seize him; but the Bishop forbade the people to hold the man, for it might kill him, he said. The man was freed, and hurried up to the ship, where the crew cut the rope and the ship sailed out of sight. But the anchor is in the church, and has been there ever since, as a testimony."
All this really proves to me is that UFO sightings have occurred long before Roswell. I'm going to see if I can't track down more of these types of stories and post them here. Of course, this account sounds more like an airship from Gonen's World than an encounter with extraterrestrials...perhaps the fellow who looked like he was swimming was just wearing a ring of featherfall.