I've been close.
Like this one time I went outside to smoke, and all of a sudden a spotlight from up in the sky starts shining down into the street. I didn't hear a helicopter approaching, so I was a little puzzled. I look up into the sky and see NOTHING but this spotlight shining into the street, moving little by little. Suddenly, it starts moving up my driveway.
At about this time, I ducked back into the house. When I came out, there was nothing.