I visited Roswell after Carlsbad Caverns. The museum was pretty generic with lots of conspiracy theories and lots of pictures of UFOs. Oddly, the only picture I have is of alien that I met out in the parking lot.
While in NM, I did see two potential UFOs. The first was during the Albuquerque century bike ride and the other was while driving on the highway. New Mexico has a lot of word reflections and light phenomenoms that occur due to the wide open spaces, the plentiful sunshine and the strange reflections. I guess the truth is out there....