General Discussion

Here's an extensive list of aerial phenomena

Of course, that is just day time phenomena.

Night time is a whole other list of things including:

Bright planets (esp. Venus)
Meteors, bolides, fireballs
Satellites
Flocks of birds
Aurorae
Various man-made effects from rockets, lasers, and other things
STEVEs
and many others

Additionally, I know that the nearest star to Earth (aside from Sol) is over four light-years away. Getting from there to here would take many years (thousands based on our technology). Any aliens that could make such a journey could easily make themselves known to us. The fact that they haven't means either they don't want to talk to us...or they've never been here.