31 favorite monsters: The Pascagoula Aliens
The Pascagoula Abduction is one of the most deeply studied reports of an alien encounter, and whether or not there's any truth to such claims, it makes for a truly eerie story with incredibly imaginative entities. The grey, wrinkled beings were said by the two victims to hover through the air, mumble unintelligibly and move robotically. One reported that their legs were stiff and motionless, the other said the legs were outright fused together.
All investigation determined that the two men at least truly experienced something they believed to be real, and were not consciously lying, and there's much evidence that detailed, lifelike "alien encounters" are involuntary hallucinations that repeat similar details regardless of the sufferer. In a way, entities like these are at least "real" psychological monsters - manifestations of your own brain turning on you at any time.