The UFO has been called a "technological angel" and the central mythic symbol of the modern age; we examine some of the extraordinary stories, from throughout history, of strange lights and objects seen flying through the sky, from medieval Italy to modern New Mexico, and consider carefully the problems that they present -- for historians, as well as for government, and for ordinary people who want to fit the strange and anomalous into our understanding of the world. Suggested further reading: Diana Walsh Pasulka, "American Cosmic"; Vallee & Aubeck, "Wonders in the Sky"; Ross Coulthart, "In Plain Sight"; Graeme Rendall, "The Foo Fighters," Debrief Magazine, Dec. 2021. Correction: The biologist to whom D.W. Pasulka refers as "James" in "American Cosmic" is Garry P. Nolan, not Craig P. Nolan. Please sign on as a patron at any level to hear patron-only lectures, including the previous Myth of the Month on "Culture" -- https://www.patreon.com/user?u=5530632