NASA was formed in 1958 and from the start a number of it's
astronauts and test pilots testified to sighting UFOs or craft of
undetermined origin. Initially Joseph Walker was the first to
announce a sighting - he told the National Conference on the
Peaceful Uses of Space Research in 1962 that he had an aerial
encounter with two disc-shaped objects the previous month. He had
actually filmed the encounter.
In April 1962, NASA pilot, Joseph Walker, filmed five cylindrical
and disc-shaped objects from his X-15 aircraft. Another test pilot,
reported an incident involving a formation of UFOs whilst flying at
NASA refused to reveal any evidence that might substantiate the
pilots' claims - photographs or films were never released.
"NASA,Astronauts and UFOS" and lets not forget, Russian cosmonauts
also had their share of unexplained sightings!
There were also a number of strange observations made by the crews
of the Apollo Missions, see:
"The Moon Files"
And, of course, as with other space programs the shuttle missions
have encountered and transmitted evidence of anomalous objects
outside of the Earth's atmosphere, see:
"The Unsecret Shuttle Videos"