I read where witnesses had indeed been threatened.
Frankie Rowe, was the daughter of Roswell fireman Dan Dwyer. Her father told the family of being on a run outside of Roswell to what they thought was a plane crash. "He said it was a crash of something that was not from the earth. ...the crash left a lot of pieces of small material around, and two small bodies and one person walking around. He said it was from another planet...they were very small, and the one that was walking around was about the size of a ten-year-old child, and it didn't have any hair...it had very small ears and rather large dark eyes. They had on a one-piece suit that covered the whole body."  Afterwards she claimed the military threatened to kill the whole family if they talked.