Get ready for the list:
http://www.angelfire.com/wa2/UFORC/page11.htmlhttp://www.uforq.asn.au/http://ufos.about.com/cs/famoussightings/index.htmhttp://www.angelfire.com/wa/UFORC/ufo_religion.htmlSo we can assume yes, there is a little research done on the matter:
Ask.com provides this list of other hits on the search of Cross cultural UFO:
http://web.ask.com/web?q=cross+cultural+ufo&o=0&qsrc=0As for UFO in ancient art:
http://www.marsearthconnection.com/ancientart.htmlhttp://dufferin.tripod.com/alienart/index.htmlhttp://www.bibleufo.com/anaintro.htmThis last is an interesting site, providing many hours of other related reading which may make you question the bible and what really took place

Other religions, like Hindu have been coupled together with UFO, the Vedas have some compelling stories.
Sumerian creation is thought to depict aliens coming to earth, here the 12th planet, Niburu is thought to be on a 3600 year elliptical orbit which brings it close to earth every 3600 years which allows the inhabitants of that planet, or one of that planet's moons, to travel to earth easily.
More of the same can be found under PlanetX, here the believers have been saying that Planet X is on it's way today and will arrive in the next couple of years.
ZetaTalk (I have no url) ran by Nancy who is supposedly in contact with Zeta's (an alien race) insists that this is the year, thus far her earlier predictions for the passing of Planet X have not come to pass - but rest assured, it is on its way

Unfortunately for us, we in the 21st century equate UFO with Aliens - This may not be the case at all, but real unidentified flying objects are seen, filmed and video taped all the time. They may not be alien in nature and may, in fact, be very terrestrial and maybe even natural.
Serious research is not done on the subject by many scientists who, fearing the backlash of the UFO 'nuttiness' will not touch the subject with a 20 meter pole in fear that irreparable damage will take place with their careers.
In time the answers will come, maybe not today or tomorrow, sooner or later an answer will be found.
David