The X-Files parodied alien abductions in hilarious season 3 episode

A pair of young lovers are driving down a dark highway. Suddenly, the car stops and they see a UFO overhead. The teens then pass out when a pair of gray aliens approach their car. Then another spaceship arrives and out comes a furry cyclops alien. In a perfectly human voice, one gray alien says, “Jack, what is that thing?” The other gray alien replies, “How the hell should I know?”