The Lost Roanoke Colony

The Roanoke Colony was either the first permanent settlement in America, or an elaborate practical joke. Walter Raleigh sent the colonists there and then left them without supplies for three years, perhaps just to see what would happen.
What he probably didn't expect was for the colony to just vanish. When new settlers finally arrived, none of the original colony remained at the settlement (except for the old skeleton of one guy) and the mysterious word "Croatan" was carved into a tree, right under, "Metallica Rules".

So, was it a UFO abduction? Perhaps the colonists were held in some kind of suspended animation and are still being anally probed to this very day.