This strange Alien race (or rather the alien spacecrafts), makes a brief appearance within Red Dead Redemption 2. While no physical alien could be seen, or had been seen, a few notable sightings of the aliens' flying saucers and UFOs had been observed around the southwestern united states.
While it's never truly established on what kind of aliens these are, or what they look like, the number of sightings and evidence suggest that they are dangerous towards Humans. The biggest evidence being the main sightings of New Hanover, who treated them as higher deities.
Hani's Bethel UFO incident
One such area for alien activity is located within New Hanover, just to the east of Heartland Overflow. Along the banks of a small pond, a old cabin known as Hani's Bethel. The area is currently in disrepair, with numerous bodies reportedly found as skeletons, still in bed with only one seated at an alter by the chimney, seemingly undisturbed. The family that once lived there was believed to have a cult-life ideology following an alien-lifeform, with a note found by the "cult leader" reading as follows:
"At the second hour under the half moon; By the great love and grace of our savior Kuhkowaba; Voyager of time and galaxies; We cast off our corporal shells; So his vessel can take our spirits to the promised realm; To live in peace and power until the two thousandth year; When we will return for the new chosen; And worship once again at the peak of Mount Shann; In his love we rejoice always."
Some report that a UFO could be spotted at 2 AM at night above this location, though these reports are speculative at best.
Mount Shann UFO
Another infamous sighting of the UFO described a flying saucer sighted high above the peaks of Mount Shann, colorations of red and blue shining through the night. No reports of deaths or abductions linked to this sighting however.