The first recorded incident regarding Alexander the Great and UFO's was recorded in 329BC. Alexander decided to invade India and was attempting to cross the river Indus to engage the Indian army when "gleaming silver shields" swooped down and made several passes over the battle.
These "gleaming silver shields" had the effect of startling his cavalry horses, causing them to stampede. They also had a similar effect on the enemies' horses and elephants so it was difficult to ascertain whose side these "gleaming silver shields" were on. Nevertheless, after exiting the battle victoriously Alexander decided to not proceed any further into India.
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UFO Encounters of Alexander the Great
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