My cousin worked for one of those government agencies that the FBI would stop by our house every few years and want to talk to us, which I thought that was cool as a teenager.
A few years ago we were at my grandmother's funeral and we were sitting around at the family dinner and we got on the topic about aliens and UFOs.
He chuckled and said think of it this way, there is the stuff we use (like the F16, F15, F22), there is the stuff we have (said think along the lines of the SR-71 before anyone knew it was being used), and then there is the stuff we don't have.
I said give me an example of something we don't have, he just smiled and said if you know the stuff we us and have heard about the stuff we have, just imagine what we don't have.
Even though he is now retired, he still won't tell me any details. So is he pulling my leg? I don't know.