There is a wild rumor that the Dreamy Draw recreation area was the site of a UFO crash in October of 1948, approximately 3 months after the famous Roswell crash.
As the story is told by locals:
Above an area currently known as the Dreamy Draw Dam, a craft of otherworldly origin allegedly hurtled to a violent death along a sand strewn mesa. Most accounts assert the vessel came to rest at Cave Creek, at the base of Squaw Peak Mountain, adjacent downtown Phoenix.
A pair of dead alien beings, 4' 6" tall, were supposedly retrieved from the downed vehicle by a local individual, who ended up storing the corpses in his home freezer. Shortly, thereafter, a horde of Men in Black purportedly descended upon the scene, and confiscated the bodies. According to legend, the spacecraft was concealed beneath an urban sprawl now known as the Dreamy Draw Dam. Some speculate that it was not needed for flood control purposes at all, as the region never accumulates enough precipitation to warrant the need for a levee.
Already in possession of an alien craft from Roswell, the Army Corps of Engineers simply built an infrastructure over the ruined space vessel, in order to hide their discovery.
Maps delineating the embankment's location are few and far between. Should one happen upon the structure, don't expect to find demarcations denoting the word dam. There aren't any. The area is surrounded by No Trespassing signs, forewarning of heavy fines and incarceration to those opposing their cautionary notice. There's a steady, low pitched humming noise, near the bottom of this area.