There's a Latin manuscript called Liber Contra Insulam Vulgi Opinionem, circulated in the 9th century AD, which tells a strange story. The Archbishop of Lyons in France complains to the chronicler that some French peasants insisted on the reality of a place called Magonia, "from whence ships came in the clouds."
The sky-sailors of those ships "carry back to that region the fruits of the earth that are destroyed by hail and tempests; the sailors paying rewards to the storm wizards and themselves receiving corn and other produce." The archbishop goes on to say he personally witnessed the stoning of "three men and a woman who said they had fallen from those same ships." Later, Jakob Grimm (one of the Brothers Grimm) speculated that the word "Magonia" is related to "Magic." Probably this story has more to do with ghosts or fairies than aliens. To me it almost sounds more like human time travelers. We'll never know. But the reference is great fun to speculate about. Just who the hell were the "storm wizards," anyway? Here's what Wikipedia has to say about it.