There has been possible material evidence of Alien contacts. Set appart the material traces of burned grass and earth where UFOs have landed, UFOs shown on radar tapes, UFOs on film and in photos, there are the disturbing bodily traces on abductees including scoop-marks in the flesh, incisions, burns, apparent radiation exposure, bruises, inflammation, etc. But such such marks could have been self-inflicted by the contactees. It is also reminiscent of the stigma of the christian martyrs who imitate by self-suggestion the passion of the Christ.
The recovered implants that have the shape of tiny round balls, or triangular mineral-like objects are yet to be identified as alien in nature. They could be similar to the stones that are found in kidneys which are normal concretion, usually composed of mineral salts, occurring chiefly in the hollow organs of their passages. More about implants
A suggested way to gather evidences would be to spy the abductees as they claim to be visited by their alien raptors on a regular basis.
Professor David Jacob's book "The Threat" had some references along the lines of "videocamera detection equipment" (pgs. 24, 113-114, 253, & 262n). "Training a video camera and recorder on an abductee every night has produced limited results. Some abductees report a dramatic decrease in abductions. Most report that the frequency of abductions tends to decrease only a bit. So far, no abductions have been videotaped. Rather, tapes reveal people getting up and inexplicably turning off the VCR, or unusual power outages during which the camera turns off, or the camera simply goes off mysteriously."