On the internet one can find images where so-called aliens are caught on camera. But I question whether it’s actual aliens or just vague and distorted or blurred images of ordinary things. Depending how light and shadow falls on the most ordinary household or office objects, with the camera a person can make them appear as aliens. I know. All you have to do is cut and white out the relevant parts of a photo, leaving only an eerie unearthly skeleton or shape for the viewer. Ergo, you’ve got a so-called alien on camera.
Due to these natural explanations for aliens and alien abductions I don’t believe they actually exist, though I know some dreams and half-waking experiences can feel very scary and leave you shaken for hours.