I'm reasonably confident that there is life out there somewhere, and probably some of it intelligent.

Much less confident that they can travel here, anyone with a robust grasp of physics can appreciate the vastly monumental challenges associated with inter-stellar travel. Odds of intelligent life having developed (and survived) anywhere else in our solar system is almost nil.

If they can travel here, that level of technology pretty much precludes them accidentally crashing in new mexico, or getting shot down, or even being observed by us.

Did you learn nothing, from watching Paul?

Being unobserved only works as long as they can hold their breath.

Let's face it, the only thing anyone is doing in New Mexico is getting drunk, so if they're going to crash anywhere, then that's the place.