Peter Leeson is guest-blogging at Freakonomics and discussing a paper he is working on with Claudia Williamson about the paranormal (sorry; URL below the fold because of the Mac/Firefox thing I still haven't figured out yet). They point out that there is a positive correlation between UFO sightings and Bigfoot sightings, adjusted for population. In the comments, "Doug" offers what I think is the obvious explanation: "...the aliens are Wookies" (I'm-a-giant-nerd alert: it's actually spelled "Wookiees," but I think we can let it slide).

http://freakonomics.blogs.nytimes.com/2008/09/01/the-x-files-economics-edition-a-guest-post/