Watch further discussion of the strange UFO conspiracy on GTA V o'clock.
Under the Mt Chilliad cable station, there's a hidden message urging you to return when you've completed the game 100%. Once you've done so, you need to stand on the peak of Mt Chilliad at 3am during a thunderstorm or when it's raining. It sounds ludicrous, but you'll see a huge UFO, lights blazing with an eerie noise. You can't shoot it and the characters don't acknowledge it, but it's a 1960s style UFO with—weirdly—FiB on the side. Many speculate the UFO is a hologram (a clue to start the UFO hunt) and there's some shaky cam off-screen evidence to support it.
In Fort Zancudo, on the far west coast, there's a mysterious bunker that emits glowing spotlights at certain times in the night. Eagle-eyed players took this as a clue, and ascended over this spot in a chopper. Lo and behold, if you climb to the horizon limit (when the words 'San Andreas' appear in the bottom right location indicator), you can see an industrial-looking black UFO, with moving 'claws'. It's tricky to pinpoint, so move around until it materializes in a blur of pixels— and don't fly below it or your chopper shorts out. It looks like a more evil and industrial UFO, in line with movies like District 9 or Independence Day. You can't destroy it, but you can land on its forcefield and walk about, perhaps as part of a glitch. Once again, you get no trophy or on-screen acknowledgement for finding it.
There's a barely-hidden monument to the north-east of Sandy Shores, covered in graffiti and references to aliens—with a picture of a 'Grey' alien and words like 'Beam me up'. If you fly above this location in a chopper, or slightly to the north of it, you'll find another hidden UFO. Again, it's fiddly and you need to break the horizon line. You'll see nothing until it suddenly 'pops' into view. This grey UFO is 'older' and looks just like the hologram UFO from Mount Chiliad—also with the FiB logo on the side. The inference is that GTA 5-s version of the FBI are part of the conspiracy, with possible links to the Illuminati. *Head spins*
Some speculate that this is where the glowing eye of the mural needs to be placed in order for the map hints to work. Either way, to the north coast of Los Santos, above Paleto Bay, you can use your submarine to find a UFO at the bottom of the ocean. It doesn't do anything, and some think this is the UFO that becomes flyable later on.
Next up: clues that can only be revealed by a blacklight and a murder mystery or two.