There are rock carvings in China that date for around 45,000 BC that depict UFO-like objects.
Also in China there are reports of the "Dropa" legendary beings - perhaps mythical - perhaps not who descended from the sky.
The Australian Aborigines believe in "dawn beings" from the stars and their cave drawings depict alien looking beings with antennae. Tales, folk lore and actual recorded History is chock full of tales of "sky people" and Gods from the heavens - some are simply legend and lore - some are actual obfuscated History.
From the book " Memories of the Sovereigns and the Kings " published in the 3rd century AD, in China, in the third millennium B.C., before the birth of Huang Ti or of Chi You , "sons from the sky", would descend to Earth on a star which was the shape of a saucer. [ 1 ]
"'The way was long, and as if enveloped in darkness,' explains Chu Yan, a Chinese poet of the third century B.C. Chinese tradition narrates the extraordinary adventure of Hou Yih, an engineer of the Emperor Yao, who decided, to go to the moon with a 'celestial bird.
In the course of the flight, the bird indicated to the traveler the exact movements of the rising, the apogee, and the setting of the sun. Hou Yih thereafter explained that he sailed up the current of luminous air.-Jet Stream or Rocket exhaust ?
"'He no longer perceived the rotary movement of the sun,"
Contemporary astronauts have noted that, in space, it was not possible to discern the passage of the sun.
On the Moons surface he saw 'an horizon which appeared frozen.' To protect himself from the glacial air, he built the 'Palace of the Great Cold.' His wife, Chang Ngo, left to join him on the satellite, which she described as 'a luminous sphere, brilliant as glass, of an enormous size, and very cold.' - 
Objects observed moving through the sky are described as Ten "Suns" by ancient writers. 
Peru’s pre-Incan civilization records the gods were from the star system Pleiades. Inca ruins have been found at 13,000 feet, with one stone weighing 20,000 tons. Legend tells of spaceships that came from the stars. Inca ornaments of "platinum" were found. Text reveals the Inca’s knew the earth was round.
China. The Emperor Cheng Tang commissions Ki-Kung-shi to construct a flying chariot. After construction the aircraft was tested, reaching the province of Honan. The vessel was destroyed by imperial edict, as the Emperor feared the mechanism might fall into the wrong hands. 
Circa 1400 BC
Egypt, The Palace of Pharaoh Thutmosis III. Circles of fire are said to have hovered over the palace while fishes, winged creatures, and other objects rained down from the sky. 
708 BC During the reign of Numa Pompillius , a bronze shield fell from the sky and was revered by the pagan priests of Rome. 
Ezekiel witnesses event which some writers have claimed sounds suspiciously like a UFO encounter. Josef Blumrich, former chief of the systems layout branch of NASA, set out to disprove such suggestions, however, from a careful analysis of the data available, he concluded that the vehicle described in the Bible actually was a UFO. The Spaceships of Ezekiel
India, from the Mahabharata Blazing discs burned and destroyed an entire city and its inhabitants, before returning to the hand of Vishnu. 
Phoenicia, Tyre, a city-state. During a siege by the Greeks a fleet of flying shields is described as plunging from the sky and breaching the city walls. [Similar events 329 BC, 776 AD ] Alexander the Great - UFOs
Alexander the Great records two great silver shields, spitting fire around the rims in the sky that dived repeatedly at his army as they were attempting a river crossing. The action so panicked his elephants, horses, and men they had to abandon the river crossing until the following day.
Rome. Glowing lamps were seen in the sky at Praeneste, a shield was observed at Arpi and in the Amiterno district, of men in white garments appear.
At Alba, two suns99 BC Rome. In Tarquinia, there fell things like a flaming torch in different places from the sky. Towards sunset, a round object like a globe, or round or circular shield took its path in the sky, from west to east.
Conrad Wolfhart, Lycothenes, a medieval writer reports, “A remarkable spectacle of a fleet of ships was seen in the air at Lanupium" 
"..At Aernarie, while Livius Troso was promulgating the laws at the beginning of the italian war, at sunrise, there came a terrific noise in the sky, and a globe of fire appeared burning in the north. In the territory of Spoletum, a globe of fire, of golden color, fell to the earth gyrating. It then seemed to increase in size, rose from the earth and ascended into the sky, where it obscured the sun with its brilliance. It revolved toward the eastern quadrant of the sky. " 
"In the consulship of Lucius Valerius and Caius Marius, a burning shield scattering sparks ran across the sky." 
Rome, “Something like a sort of weapon, or missile, rose with a great noise from the earth and soared into the sky” 
Asia Minor, Pontus. While Roman legions were engaged in battle near the Black Sea against King Mithridates a huge flaming object fell between the two armies. It was said to have a shape like a wine jar and was the color of molten lead.
Italy, Rome. A comet-like object hovered days over Rome for several then melted into flashes resembling torches. 
Japan, Kyushu. Nine moons were seen in the night sky over the community. 
"Among all things that can be contemplated under the concavity of the heavens, nothing is seen that arouses the human spirit more, that ravishes the senses more, that horrifies more, that provocates more terror or admiration than the monsters, prodigies and abominations through which we see the works of nature inverted, mutilated and truncated.” - The Signs of Man Pierre Boaistuan 1561