"Yes, we do have files on some unusual phenomena - like cattle mutilation, UFOs and Roswell - but generally only because people reported something, and we made a note of it," the FBI states. "Some of the files do involve cases involving a potential violation of federal law under our jurisdiction that we did investigate.
"One example is Operation Majestic 12, the supposedly secret group of government officials tasked by President Truman to study the Roswell incident."
Referring, of course, to rumors that a UFO crashed near Roswell, N.M., on July 7, 1947, bodies were recovered, and a cover-up ensued.
"When what appeared to be a top-secret document about the formation of the Majestic 12 surfaced in the 1980s, we were asked to investigate a possible breach of classified information," the FBI notes. "The bureau concluded that the document was a fake."
So?
"So, bottom line: while FBI agents chasing aliens and other supernatural creatures may make good entertainment, it's not part of our job description, and we don't have a secret collection of 'X-Files' squirreled away somewhere."