Outer space has fascinated humans for as long as we've been on this planet. In 1896, the first widely reported wave of UFO sightings in the United States took place when a mysterious airship was spotted; it was described in the Nov. 18, 1896, Sacramento Bee as, "huge and cigar-shaped and had four large wings attached to an aluminum body." If you're looking for a B&B getaway with a UFO connection, these inns in Roswell, New Mexico, are a good place to start.