All over the world and throughout history, countless cultures have claimed their origins (or future) to be from space (Native Americans from "star-beings," Egyptians from the Sun God, Ra, Chinese from dragon-like gods from the sky that "give birth" to their early leaders). An interesting thing to look up is the congruity of cultures claiming connection to Sirius of Canis Major, from Egypt, to the Dogons, to the Americas.
Even Christianity has "heaven" and "angels" coming from above the Earth and helping people, telling the how to live and prosper, giving them advanced knowledge. Christianity is not the source to these beliefs, however. The same stories have been passed down for thousands of years, just being adapted to different cultures. I don't want this to be about religion though, we can debate that elsewhere. Unfortunately, they are interrelated.
How about all the monolithic structures and ancient monuments that are PRECISELY aligned with constellations, some that can only be observed from high above the ground? The Mayans and Egyptians have entire pyramid complexes that are exactly aligned with constellations from all over the cosmos. The Great Sphinx is no different, it even is proven to be facing the constellation Leo where it would have been 12,000 years ago (which so happens to be just before the last Ice Age/polar shift/great change in human history). Ancient societies were far more advanced that we give them credit for, probably rivaling what we have today during some periods (Not with similar technology, but accomplishing the same feats).
What else... The government knows and works with extra-terrestrials, but cannot inform the general public for the reasons of security and the FACT that most people cannot handle it and will freak the F out. Read the Emerald Tablets by Thoth, the Egyptian god of knowledge and writing, anything written after is just rewording his teachings.
Now debate me!
The problem with the idea that if aliens exist, they MUST not only be able to travel through space, but have found us, and gotten here in time before extinction. Space is really big. It takes millions of years to travel systems, and that's if they knew where to go. They would have to look at the exact place at the exact time to see us, and by then they're probably too late since in 500 million years when they get here, we'll most likely be dead. The timing must be perfect, and that's never going to happen.
If we look at every creature from germs to humans, they all do the same thing when they find new territory. They take it over.
The farthest from earth man has gone is to the moon. If an alien life was able to get here, they traveled light-years to get here. That means they would be far more advanced and conquer us with great ease.
If mankind survived an invasion, odds are we would become extinct, but if we did survive, we would probably be their slaves, pets, or cattle.
If you like, I can elaborate more on these points.
I don't see how this proves aliens. First of all i don't see how aliens can logically exist, and even if they did it is unlikely they would have the technology to travel lightyears across the universe. But assuming aliens exist and they have the technology to achieve intergalactic travel why would they come to a planet inhabited by a, compared to themselves, a extremely primitive species just to build random buildings and paintings and then disappear and leave us to wonder about whether or not they exist. Logically it just doesn't make sense. Looking at humans as an example I can't think of one example where explorers found a new land and then became friends with the native inhabitants, help build some massive and complicated buildings and then just leave to another part of the world and leave them to wonder if the actually existed a few hundred years later. If aliens actually came to earth they would drain it of natural resources and the most efficient way of doing that first would be removing any possible threats, i.e. humans. Structures such as stone henge, the pyramids and sphinx where built by humans and they are aligned so precisely because ancient humans saw the stars and believed them to be connected with the gods. Not because aliens thought it would be a good laugh to watch us try and figure it out in a few hundred to a few thousand years.