Aliens OK, but Bigfoot, no.
Even if there were aliens, they live too far away to visit. (Although there is a good argument to be made that aliens are just the current resident phantasms, having replaced angels, fairies, etc.)
I have been a wildlife observer for 40 years. My current residence backs up to what must be at least 5,000 acres of virtually unbroken woodland that follow a navigable creek running through it. The woods are thick and the hills are steep. Last summer, I saw something out my back window. It was in a thick copse of small trees and I could not make out what it was. Then it lifted an arm to move a branch out of its way. My immediate thought was "Trespasser!" and I quickly and quietly moved out the front door, rounded the house, and sprinted the 35 yards to the sighting area. Not a fucking trace, not a sound of anything. These woods have plenty of noisemaking debris on the forest floor. I waited a few minutes and started poking around thinking it was some teenager hiding in the bush. Nothing.
I walked back to the treeline by my house and stood there listening. About 15 minutes later I heard a distinctive triple knocking noise about 75 yards into the woods, well out of sight. The sounds matched exactly what I later found online.
The most striking thing about the animal was the almost reptilian manner in which it moved the branch out of its way. In fact, the area around the sighting had enough open spaces that there was no need to go through the thick stuff. It was stalking something. At the time, there were an unusually large number of does and fawns in the area. They vanished for at least six weeks after.