I can honestly say that I've never personally seen a classified document that mentioned UFOs at all. I'm really not in an area of the government where I would be exposed to such things, though, so that proves nothing. My opinion is that we really don't care about UFOs because we spent a lot of time investigating them in the 50s and 60s and concluded that whatever they are, they're no threat to national security. In other words, there isn't so much a 'coverup' as a profound paucity of data. The U.S. Government simply doesn't consider UFOs worth any effort. Their only practical role is to keep the public occupied and divert attention from embarrassing events on Capitol Hill.
I would be happy to serve as a special agent 'aerial phenomenon' investigator, if there were such a thing. The truth is, there are no 'X-Files' or secret government UFO squads. I doubt that there is a single federal employee or military member whose job description includes "UFO investigations." The reaction to most UFO reports these days is a shrug. That's not to imply that strange lights or 'craft' seen near military installations or critical infrastructure components aren't investigated, but the focus of those inquiries is not 'what was that and where did it come from?' but 'did it pose a threat to us?' If the answer to the latter is negative, the case is closed. Not enough resources exist to do otherwise.
From my observations there are really two broad categories of UFOs, which I will term 'glowies' and 'bogies.' Glowies are the lights and plasma ball things that fly around in all sorts of bizarre patterns, split off from one another, produce offspring, and generally behave in an erratic and unpredictable manner. If these things are of extraterrestrial origin, they're either some alien's idea of a joke, an experiment to test our reaction, or possibly some form of propulsion by-product they save up and dump on us periodically to avoid mucking up their own star system/dimension. Whatever they are, they're at least entertaining. I actually have recurring dreams about enjoying a beautiful night sky with zero light pollution when a veritable battalion of glowies suddenly appears and makes patterns all across the sky. These dreams are both wondrous and disturbing, and I wake from them with a vague feeling of unease. Perhaps that's just indigestion from supper, though.
Bogies are putative craft of some form. They may be saucer-shaped, cylindrical, spherical, or a variety of other physiognomies. The one Dr. Owen Garriott reported seeing while on board Skylab was, from the reports I've read, somewhat bong-like in appearance and really, really huge. That lends rather a Cheech and Chong coloration to the sighting, admittedly, but I can't do much about that. The thing looks like a bong. It's a bongie.
There are also hybrid glowie-bogies like the one that landed in the Rendlesham Forest in the UK. That one reportedly looked like a glowie at first, then exhibited a structure like a bogie, then finally transmogrified into five pure glowies. Pretty versatile, those UFOs. I wonder if the dual-purpose ones cost more? Maybe they're all capable of both modes, but we only see one or the other most of the time. It's hard to say.
As for alien abductions, alien autopsies, and alien creatures in general, I remain firmly in the "I doubt it" column. A craft sophisticated enough to carry living beings halfway across the multiverse is not going suddenly to malfunction and crash on the surface of a planet like one of those early airplanes with six wings and a washing machine engine. That's just too ridiculously anticlimactic. I don't buy the 'taken out of my suburban house on board an alien craft and biopsied,' either. You can fly across interstellar space or travel interdimensionally but you have to cut something up to study it? Unless those aliens are on some biology field trip, I can't see it. I would think cats would be easier study subjects in that case, anyway. (You've seen one mammal, you've pretty much seen them all.) You could take my cat on board an alien spacecraft and probe her all you want and she probably wouldn't wake up so long as you timed it right and didn't stray too near mealtime. Even then a shapeless gobbet of chicken beaks ground up with cereal chaff and she's back to kitty dreamland in short order.
I probably will never see a 'legitimate' UFO, be it glowie or bogie. I might just see a bongie one day.