"The truth is out there" is a popular saying among UFO enthusiasts. "Out there" is usually implied as either outer space or some undefined otherness on Earth. According to the Center for UFO studies; however, "out there" is clustered in the West and not the South.
The above map comes from the Center for UFO studies from Burlington UFO Center. The Burlington webpage lacks further data on the time range of sightings but there are clear spatial patterns, trends, and possible explanations to where UFOs have been reported.
1) Population density does not equal sightings. The Northeast has a much larger population than the West but the intensity of sightings does not match what it is in the Western counties. One reason could be that people in the East are use to seeing lights in the skies (planes) but out West there is a power of suggestion/mythology that lights in the sky could be a UFO.
2) Military may equal UFO. Without a doubt there are more military bases and flights, both normal and "black", out West than in the rest of the country.
3) Clear skies may help with explaining more sightings. The highest concentration of UFO sightings out West occur in desert counties that usually have clear night skies compared to Midwestern and Eastern counties with more pollution in the air and generally more cloud cover.
4) Big counties equal more UFOs on the map. Though I doubt it would make a great difference one has to remember some counties in the West are the size of some small states. The map is skewed to favor the Western counties that way.
5) Aliens hate Southerners. Think of the stereotype of the trailer trash Hillbilly who goes on an intergalactic journey while aliens probe his anus. This stereotype is confronted with the fact that southerners do not report UFOs.
So what is one to do if one sees a UFO in the United States? First, know your astronomy! Too many sightings have been planets, stars, and satellites just doing their thing in space. Second, check out the FAA's Special Use Airspace website and See and Avoid to see if the airspace is in "special use." One possible reason for special use could be the military is testing something out in the area and the military does not want a close encounter with a Cessna or Boeing 767.
The American skies are filled with unidentified flying objects. Most can be explained away but there are those that remain a mystery. Regardless of what one thinks about these unknown things in the sky, both physical and human geography play a role in their sightings.