My uncle worked on the Manhattan Project at Los Alamos during the 1940s and told me of this incident shortly before he died several years ago.
One day, a bright silvery disk was observed in the sky hovering over the facility and a plane was immediately dispatched from Kirtland Field to intercept and identify the object.
As the plane approached, the disk ascended upward out of its range.
A second larger plane with a higher operational ceiling was then sent up to continue the pursuit, and again the disk ascended upward until it disappeared.
Apparently, this incident was witnessed by a number of the facility staff.