President Clinton's Press Secretary spoke often about UFOs -usually sarcastically. Asked once if the President would be visiting Roswell, during a trip to New Mexico McCurry replied, "we don’t need to go there because we were there in the flying saucer yesterday."

Following the 1996 release of the movie Independence Day, one reporter asked for McCurry's comment about what would happen if aliens did attack the White House. McCurry in reply tied it into some of the other big scandals influencing the White House. "I just hope , said McCurry, "it’s one of those days when Whitewater or the FBI files have dominated the news."