In the later stages of World War II, members of the 415th Night Fighter Squadron, who were in constant dogfights over the Rhine, started to report some far-out stuff. According to the flying aces, they were being followed by an inexplicable series of lights -- sometimes green lights, sometimes red lights, sometimes one light, sometimes up to ten lights, sometimes slow-moving lights, sometimes lights that would outmaneuver their asses like it was a scene in Extraterrestrial Top Gun.
Only one thing remained constant: These lights were clearly fascinated by the pilots. The first time they were spotted, the crew reported seeing "eight to ten bright orange lights off the left wing ... flying through the air at high speed. [The plane] turned toward the lights and they disappeared ... later they appeared farther away. The display continued for several minutes and then disappeared." This became such a common occurrence that the pilots created a nickname for these alien lights, "foo fighters" -- after something from a Smokey Stover comic of the time and not Dave Grohl's first words.
According to the squadron, the sightings continued for weeks and months, but as the lights never appeared on the military's fancy new radar, high command thought their soldiers had gotten a little shell-shocked and ignored their ramblings. That is, until an embedded reporter from the Associated Press picked up on the story and propelled it to newspapers across the country. After that, the military began seriously researching whether these things were a danger to troops -- or, y'know, some kind of new Nazi weapon to steal when the Russians weren't looking.