Good one knightstorm.
I have heard stories like this exact one before on UFO shows and stuff. "They" always show an interest in high power items. Here's my theory though, "they" are not aliens, but just us, from another time or place or fiction of some kind that we are not all fully aware of yet. It is a historical/parallel study. I find something like that as plausible, if not more so than interstellar travel. On a related note, I have a theory that "dark matter" is huge energies harnessed by intelligences. It would explain much.
It is funny though, out of the blue people will tell me things, I can tell at a certain point that I have gained their confidence and all of a sudden the most intimate things will spill out of them... The other day my cabbie about halfway through the ride and chat looks back at me in the rearview and says "we are not alone" and proceeds to tell me two seperate incidents he observed in the air force where objects were visually observed but were too fast for radar and inconsistent with meteorites. He was sure it was aliens. I told him my theory.
But then sometimes I think it is all just wishful thinking and there are natural phenomena, or regular old people behind it, that explain all these observations.
Here's another good theory... what better diguise as a spy? - Internal or external. (Puts on Dr. Evil cap... Muahahaha! They'll never suspect it is us in our laser equipped flying disks... we can just fly right in! Can we mount sharks on them somehow?)