One of my favorites, in Aurora, Texas.
Here's some info from GoRVTexas (link to article here): Welcome to Aurora... located just off US 287 west of Rhome heading toward Bridgeport (near Fort Worth), a community that in the late 1800s boasted of being the burial site of a crashed space alien pilot who apparently slammed into a local windmill. So convincing (or well known) was the story that the Texas Highway Department erected a historical marker near the cemetery where the "creature" is said to be buried.
Many thanks to the History Channel's Ancient Aliens series for making us point at the television and scream "We've been there"!!!