I think Resident Alien (though a comedy like Men in Black) handles people dealing with real UFO experiences quite well

 The basic deal here is it's sort of like "What if no on else ever looked up into the sky and saw passenger jet planes. From my personal point of view UFOs are almost as equally common now on earth as Passenger jet planes and have been likely always. It's just that people often made up fairy tales of one kind or another because they have been coming here to earth since before Earth had an Atmosphere or life (at least as we presently know it).

So, many religions on earth might be based actually around actual UFO experiences with people or beings from other worlds.

So, for example, you see the Sherrif in Season 4 deny what he saw when he put the dead gray in a bag and then later the gray had been taken away. So, he is living in denial of his experiences because he has no way to cope with what actually happened.

Then there are people like me who were trained to deal with stuff like this as children in the 1950s by my parents religion saying "UFOs are bringing technology to make life better for people which they have".

For example, your computer or tablet or smartphone is powered by technology reverse engineered from Roswell artifacts. 

If you want to know more about this read Colonel Corso of the DIA under Eisenhower and his book called "The Day After Roswell" that he published before his passing I believe somewhere in the 1990s.

This is the most definitive book I have read on the subject but also military men were very conservative who fought in World War II also so be prepared for this very conservative point of view through the book.

But, I think it is the truest book I have read yet on UFOs with the most useful information of how he and General Trudeau gave remnants of Roswell to American Corporations to reverse engineer the technology from Roswell into Chips and Kevlar. Kevlar was the covering to the Roswell ship by the way.