A website called UFO Discovery lets you keep track of unidentified flying object (UFO) reports through the years, and search for recorded incidents from your own area.
The website lets you search by year and area. Say you saw a UFO back in 1970 in Bennington, Vermont, you can filter on this and find that someone else has helpfully reported "telepathic thought implantation by alien beings aboard an Unidentified Flying Object," on June 1 that year.
The reports – some of which have explanations, some don't – range in terms of drama. Some are of objects flying overhead that could easily be explained ("myself and a couple friends after work at 5:25am on 2/23/20 seen over a hundred white dots moving. ("Starlink" satellites??)") while others are unlikely claims of alien beings that have taken people aboard their spaceships.
The website contains over 73,000 self-reported UFO sightings, so you'll probably find one in your area. If not, try not to feel too bad, or make a big deal out of it like Norwich in the UK did when they realized they hadn't seen a UFO in two years.
After a freedom of information request, they found that only three UFOs had been reported to the police in the last five years, with not a single visit during the most recent two.
Check out the UFO Discovery website for yourself here.