Haven't seen any UFOs myself, but I've heard of two rather serious happenings. Back in '91, many strange lights appeared in the Retezat mountains. Many people, in at least two different groups, saw them. They seemed to arrange themselves in various configurations, even resembling the lights of a city at night, according to witness accounts. Unfortunately, the pilots of a plane headed for a city about 100 miles away apparently mistook those lights as the destination city, and started preparing for landing. It flew straight into a cliff face. The resulting investigation concluded that the landing gear was down, and there was something about them announcing the airport that they're landing, maybe recorded on the black box...can't remember exactly now.
Another case happened in 2007, when a MIG 21 got hit by something while flying at 6500m, at over 800 km/h. The impact totally shattered the canopy glass, punctured the pilot's helmet and caused him head injuries. However, he remained conscious and managed to land the plane. The video recording of the impact didn't show anything more than four dark objects smashing into the cockpit. No detail could be revealed.
For the first one, maybe some kind of optical atmospheric phenomenon could be the culprit. As for the second, I don't know. Maybe some birds, or debris from something.