London, United Kingdom
Few facts are known about the beings called "The Greys" - we're not sure what they are, where they're from or how they go to the toilet. What we do know is that they're here, and they're communicating through the medium of banging house and trance.
Some say they're not extraterrestrial at all, and were in fact inhabitants of Earth before the dawn of man, others think they were sent from beyond the stars to evolve and enlighten us. Rumour even has it that they were part of a flight that ran out of fuel over London and are now trying to repair and refuel their ship using the bits of holographic paper found on British currency...
For the time being they remain shrouded in mystery, appearing fleetingly and caressing the airwaves with their fifth-dimensional flavour.