'It's never been in the United States of America!'

I don't blame this woman one bit for freaking out, I would have had the same response if I didn't know what it was!

By the way, what she was seeing was a phenomenon known as a "22 Degree Halo."

From Wikipedia:

A 22° halo is a halo, one type of optical phenomenon, forming a circle 22° around the sun, or occasionally the moon (also called a moon ring or winter halo). It forms as sunlight is refracted in millions of randomly oriented hexagonal ice crystals suspended in the atmosphere. The halo is large; the radius is roughly the size of an outstretched hand at arms length.

 

In other words, they are ice crystals that were forming a type of optical illusion.

No aliens, but the 'truth is out there.' Cue the X-Files music!