The United States has Roswell and England has Rendlesham. Canada has Shag Harbour which most Canadians haven't even heard of.

On October 4, 1967, many residents of Shag Harbor, Nova Scotia reported orange lights moving in the sky. When these were observed diving towards the water, several people thought an airplane was crashing and reported it to the authorities. RCMP Constable Tom Pound, on the way to investigate, also saw four orange lights, which he believed were attached to a craft, sixty feet long. At the shore multiple witnesses, including RCMP Constable Pound, Corporal Victor Werbieki and Constable Ron O'Brien. watched the lights move over the water and then disappear. Witnesses disagree on where the lights went; some say they flew over the horizen and others say they plunged into the ocean. By the time Coast Guard Cutter 101 and other boats arrived, the UFO had vanished.

The Canadian Navy's HMCS Granby was ordered to the location. Divers found nothing. After several days, the search was called off.

No military agency records any missing planes or other craft.

Three game wardens in the area later also reported seeing the moving lights.

Twenty-six years later, miltary sources revealed that, later that night, 25 miles away, something was detected by a Canadian submarine detection base, and personnel reported seeing two UFOs resembling those observed at Shag Harbor. Unidentified personnel allegedly claim that the two UFOs were tracked to a location off the coast of Maine, where both emerged from the water and took to the skies. This last piece of information has been impossible to verify.

Even so, the Shag Harbour Incident stands as a well-documented instance where multiple witnesses observed a U.F.O..

An article a lot like this one appears at a website. I co-wrote it, and it's okay with the other guy, so it's not plagiarism.