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But not everyone puts it down to extraterrestrial activity; other explanations are easily at hand. In the centre of the state, a four-hour drive from Roswell, lies an enormous segment of fenced-off flatland, almost devoid of population. This is the White Sands Missile Range, the perfect place for the US military to test out their latest bombs, rockets and planes without fear of upsetting the neighbours. Everything from V2 rockets – technology co-opted from the Germans after WW II and used for the first space shuttles – all the way through to modern missile defence systems has been tested here. Nearby lies Trinity, the site of the first atomic bomb trial in 1945. And New Mexico remains at the forefront of space-age technology – Richard Branson is even building his Spaceport America base here, in the hope of breaking the final frontier of space tourism.

Unsurprisingly, with all these flying explosives zooming about, access to the missile range is restricted, save for one area: the White Sands National Monument. Here, a remarkable geological quirk has turned some 275 square miles of desert into a glistening, ice-white beach. Rolling dunes of white gypsum eroded from the surrounding mountains stretch out as far as the eye can see. It looks for all the world like Arctic tundra, and if it wasn’t for the desert sun beating down, you’d be excused for putting on an extra layer before leaving the car. Walking across these pristine dunes is a mind-blowing experience – you feel like Lawrence of Arabia discovering Antarctica. And White Sands is certainly consistent with New Mexico’s ET spirit: few landscapes would look so at home on an alien planet as this.

New Mexico’s military presence provides another take on the state’s UFO mysteries. Could the Roswell incident have been caused by the misfiring of some new-fangled military equipment? That’s certainly the view of Norio Hayakawa, a Japanese-American who has spent most of the last 35 years studying the history of UFO sightings. Norio lives in the state’s largest city, Albuquerque, which manages to combine Route 66-style roadside motel culture, modern university life and a Spanish-built Old Town that looks like something straight of a John Wayne movie. Norio argues that the US government exploited the American public’s propensity for conspiracy theories and fuelled rumours of an alien crash in order to cover up what they were really doing in New Mexico.

‘UFO just means “unidentified flying object”,’ he explains. ‘UFOs and aliens are two completely separate things. I think that the association of UFOs with aliens is a brilliant strategy by the government in order to create a “laughter curtain”, so that people think you’re a crackpot for talking about places like Area 51 [a supposed alien base in Nevada]. Which is all very convenient, because it means no-one asks questions about what’s really going on.’

Albuquerque has its own version of Area 51, the Manzano Mountains in the centre of yet another military base. Norio drives me there, pointing out the electric fences that surround it. He explains that the main mountain is actually hollowed out, Thunderbirds-style, in order to store nuclear weaponry and airborne technology. Norio believes that the US military were once developing new flying machines here that were crescent-shaped, and from a distance would look like flying saucers. ‘It could have been one of those that crashed at Roswell,’ he says. ‘They didn’t want anyone to find out what they were up to, so encouraged the alien rumours.’ The idea of an alien conspiracy is thus a conspiracy itself.

And so the plot thickens. But maybe those searching for extraterrestrial beings in Roswell are looking in the wrong place. Perhaps they should start at Taos, a small but lively northern town which has become a haven for New-Age spiritualists, hippies and artists. Here lives a group of people certain that they are not from this planet.

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