Yes. On a winter night in 1995 on the outskirts of Volgograd, Russia as a Mormon missionary.
There were big Soviet-style apartment buildings scattered among smaller old wooden homes with just dirt roads between them. It was all very Russian, built with no real planning or aesthetics in mind. It was also very dark because there were no street lights.
We were walking between these buildings, when we saw a light hovering in the sky. Then it slowly and effortlessly glided some distance and stopped again to hover.
A minute or so later, it slowly and effortlessly glided back to its original position. It repeated this pattern several times and we were dumbfounded. It was too silent and smooth to be a helicopter or any aircraft we could think of.
With some trepidation, we decided to walk down the cold, empty road for a better look. The hovering light didn’t seem to notice or care that there were humans wanting to find out more.
As we got closer, we began to see other shapes in the darkness come into form. Long story, short. We finally made out it was a light at the top of a crane, working late on yet another giant concrete apartment building. Russia is full of strange and unusual sights, but this one was firmly grounded on our terrestrial sphere.
I will say though, if Roswell and Area 51 don’t work out for aliens to land, Russia has some great alternative places.