The FBI is reportedly looking into what appears to be the latest reported sighting of an unidentified flying object (UFO). A pilot flying from Kentucky to Phoenix on Sunday said he spotted a flying object that “almost looked like a cruise missile” in the skies. “Do you have any targets up here?” the American Airlines pilot said over a radio while he was flying over New Mexico. “We just had something just go over the top of us that—I hate to say this— looked like a long, cylindrical object.” American Airlines confirmed that the radio transmission came from Flight 2292. The Federal Aviation Administration told NBC News in a statement that their air traffic controllers didn’t see any objects in the area.