No one knows what happened to Jim Sullivan, but there have been various rumors floated involving the mob, police foul play, and, due to his closeness to Roswell, alien abduction. Because of the mystery of his disappearance, the lyrics on ‘U.F.O.’ took on an otherworldly quality; the songs about aliens, and being in the sky, and disappearing seem like they were written to explain his disappearance, just written six years early.