Recently, a man called the Hertfordshire (UK) police to report flashing lights in the sky... and, well, listen for yourself:
Heh. Well, I'm actually glad he called back to admit his mistake!
You might think this is really unusual, but this call doesn't surprise me at all. Take a look at the links in the Related Posts section below; people have reported Jupiter and balloons as UFOs, and the Moon has made an appearance once or twice as well. Even dust motes on old photographic plates have spurred warnings of a menace from space...
Tip o' the tin foil beanie to Nancy Atkinson.