It began in the summer of 1947, at the dawn of the Cold War, when the U.S. Army Air Forces sent out a shocker of a press release, announcing they’d recovered a “flying disc” from a ranch near Roswell. More than 70 years later, the incident remains a defining aspect of the area’s identity: The town boasts a UFO museum and research center, a flying saucer-inspired McDonald’s, alien-themed streetlights, even an extraterrestrial “family” stranded in a broken-down UFO on the side of State Route 28...