Dude, I have been looking to see if aliens are in GTA SA for a while: THEY AREN'T!
I mean, being in the desert and all, rockstar might have pulled it off in SA, but I just don't see it happening in GTA IV. If you know what I mean, I'm saying that it doesnt have the same feel. Besides, I have come to the conclusion that even if in the very unlikely event, that there are aliens in a GTA game, they wont do anything. They would probably just be a black silohete that disapered when you got near. Why would R* spend so much time making somthing that most people will never find. As for UFOs, Mabee, but again, NOT A BIG THING - NO ANIMATION, probably wont count as a real interactable Object. So before anyone becomes ingrosed in GTA IV Alien hunting, JUST QUIT WHILE YOUR AHEAD - WHO WANTS TO END UP BEING SOME NOOB WHO SITS AT THE COMPUTER FOR MONTHS, SO THEY CAN DOCUMENT WHAT THEY NEVER FOUND.
Also, while we are here - The Video of SA, where the UFO flys infront of him while on fire. OFFICIAL BUSTED. He has gotton the Large UFO Mod, but replaced the Rustler instead.