Everyone here is mentioning skin walker ranch and natives when the real problem is the local conservative LDS population. Many small rural communities in Utah are incredibly hostile towards outsiders.
You’ve probably heard of the “God squad” in Colorado City, AZ/Fredonia, UT (home of Warren Jeffs and the fundamentalist LDS church). The inbred hillbillies in this town will follow you in large white pickup trucks and observe/confront you in an attempt to intimidate you out of their town. I have experienced this behavior in several rural Utah towns including Vernal.
If you’re driving from the Dinosaur National Monument area to Salt Lake City, google maps will often navigate you through a residential part of Vernal instead of the main commercial thoroughfare. The neighborhoods you have to drive through are incredibly creepy and have a stepford wives vibe. Every time I have driven past this area in Vernal I have been tailgated by large pickup trucks until reaching the highway again.
I have also been approached and intimidated by local Mormons while camping in campgrounds in several parts of Utah (especially between Escalante and Loa in the Boulder Mountain area). In these small towns, if you aren’t immediately recognizable as a member of the LDS church you are regarded as an enemy or often mislabeled as something much worse, a “Californian”. This problem is not exclusive to the Mormons or Utah and is prevalent throughout the rural, conservative American West.
TL;DR - the truth is out there and it isn’t aliens, it’s a cult.