Proof is in the faith of those of who have seen and experienced these visitors from another time or place. Many skeptics say the wind created crop circles. We suppose the skeptics believe there are good winds and bad winds. Good winds must create pretty crop circles and bad winds destroy people's homes. Of course, wind is just wind.
Farmers refer to the devil's wind which swirls through the fields.
It blows dirt around. But it doesn't create crop circles. It is easy to say that balloons or planes are UFOs, unless you have seen a UFO for yourself. The moment you do, you are never the same again. You become a believer, and since this is something most people don't believe in, it is equivalent to having a profound religious experience.