It was a crash-test dummy.

It was a weather balloon.

All that brain probing is enough to confuse anyone.

It was marsh gas.

Why don't you have a close encounter with a clue?

We just like to do autopsies on skinny, big-headed guys.

It was the planet Venus.

It was a hubcap on a string.

You're UFO: Unbelievably Friggin' Obtuse.

It was a glow in the dark Frisbee.

Mass hynnosis.

You're drunk.

It was a hoax by the FOX network.

Three letters: SFX.

It was a low flying plane.

It was the Stealth Bomber.

I got your big cigar shaped object right here!