*GTA 5 spoiler alert: divert eyes now* So there ARE aliens in GTA 5. You have to kill them! *Spoilers*
And where there's aliens, there's an agenda!
In reply to one of the comments that the "aliens do not exist" inside the game, this is what one person had to say:
Actually they do xD, besides this and the stranger mission where you get high and fight the aliens, there are two signs of aliens in Los Santos without getting high. One is in the prologue; you can find an alien incased in ice. The other is a UFO that﻿ is underwater that you can find with a submarine xD
...There were also various GTA V achievements that have been leaked. One achievement is called "From Beyond the Stars", and it reads "Collect and return all spaceship parts". It is unknown what "space ship" the achievement is referring to, and whether or not it has to do with an alien aircraft.
The strange video, along with the leaked achievement "From Beyond the Stars" hint at some sort of extraterrestrial encounter between aliens and any one of the three protagonists in the game.
In the Prologue mission, during the car chase scene, turn right where the railroad tracks intersect the road. Drive down the embankment to the frozen river and stop under the bridge. The corpse of an alien can be clearly seen through the ice in the frozen river.