From Wikipedia
US forces fired thousands of rounds of anti-aircraft ammo at a still-unidentified aircraft that lurked along the nighttime shores of California. The two-day encounter became known as the Battle of Los Angeles.
Despite heavy anti-aircraft fire, fighter aircraft, and ground searches, no wreckage or other evidence was ever found to explain the mysterious aircraft that brought the US military to full alert on February 24 and 25, 1942.
The media ran dramatic photos of a cryptic looking aircraft, but none of the hundreds of witnesses were able to clearly identify what it was.
Despite reports of an aircraft, the Secretary of the Navy attributed the whole incident to “war nerves.” In 1983 the Office of Air Force History attributed the affair to meteorological balloons. They concluded that reports were so confused that little could be definitely ascertained about aircraft.