Here is a podcast from Psyconoclasm featuring Professor Chris French discussing the science of Anomalous Psychology including some of the possible causes/explanations for things like people believing they have been abducted by aliens.

Link: http://psyconoclasm.com/

The discussion includes false memories, sleep paralysis and fantasy proneness; and opens with the story of when several skeptics encountered gifted psychic medium Shirley Ghostman for the first time!