Strange Maps has a geographical plotting of UFO sightings per capita in US counties. Sightings are generally highest in the West and in sparsely populated areas. Check out the comments section for theories on why this is so.
New England ranks pretty low on this scale, though northern New Hampshire seems to have its fair share of hovering cigars. I can understand why city dwellers would report relatively few sightings. I suppose that I see what could technically be called UFOs on a regular basis, but I'm so accustomed to odd-shaped blimps heading toward Fenway Park or advertising Hood Milk that I don't think much of them. If anything looks really weird, I'll assume that MIT or the Cartoon Network is involved.