It depends on how hard you try to convince yourself about that :) There's a lot of literature & para-science about that. Parallel to that, i'd like to ask "does the UN and World Bank exist ?"

they exist, i am living proof. <- alien

Well, answer this: 1.What do you mean UFO? Unidentified Flying Object? Or.....Aliens (Monsters), creatures living on other planets, or civilizations existing on other planets? 2.If your thinking of creatures living on other planets or even civilizations well, ask yourself this: Have we as people of Earth discovered all living things on Earth? Have YOU seen them all? There is far too much SPACE around us for us to come to the conclusion that there isn't anything else other than ourselves. Honestly I have no idea, but I would like to believe there are living things out there in space that we simply have not discovered. I didn't even know YOU were living on this planet, so....yeah. 3. Oh, if you were thinking Unidentified Flying Objects well...DEFINITELY.