We make our own aliens.

"On the eve of the twentieth century, H.G. Wells had imagined a 'War of the Worlds'—a Martian invasion that devastated the earth. In the hundred years that followed, men proved that it was quite possible to wreak comparable havoc without the need for alien intervention. All they had to do was to identify this or that group of their fellow men as the aliens, and then kill them."
—Niall Ferguson