Eighty-three sightings per 100,000 residents puts New Mexico in the top ten states for UFO activity, and that's before counting the stories locals don't report.
Well today The Department of Defense declassified a set of documents that have been named the UFO Files. 162 files have been released and here are the ones for Texas.
In July, 1947, a UFO supposedly crashed during a thunderstorm near Roswell. The military investigated and identified wreckage as being from a "UFO" but then changed their story, claiming it was actually a weather balloon. Something similar happened in 1974 not far from Presidio, Texas in Mexico.