I had just happened to be in Los Angeles this weekend and perusing area history, I read about the Great Los Angeles air raid. It also just happens that today is the anniversary of the "battle".
Long story short, the LA area anti aircraft defenses were convinced a Japanese air raid was in progress and blasted away for about 3 hours. But no Japanese planes were in the air. The shooting has since been attributed to everything from weather balloons to flying saucers.
Here is some light reading on the subject...