my initial reaction is to say no, at least if your talking about UFO kidnapping cow's and ancient astronaut's teaching egyptions to build pyramids and the likes.
that's being said, even if there's nothing out there in our immediate and easily visible environment at the moment, extending that to assume there never was makes things less likely - the fermi paradox creates an even wider probability-to-reality gap if you extent the "where are the fucking aliens?" to "where have aliens being since the dawn of earth?". so if i had to put my money on it: one of those day's we'll create accurate enough model of our solar system's origin, and have a good enough map to compare it too, and there will be this one little asteroid that was supposed to be a bit heavier then it is - the unexplained missing chunk. but that might be all that we'll find here: a race advanced enough to tour the stars would have probably solved the "i left my wallet at the hotel" problem.