From Damn Interesting:
On the night of 24 February 1942 the Air Raid sirens sounded, and the Coast Guard Anti-aircraft guns were ordered to “green alert,” putting them in readiness to fire. From the time the battle began until it ended in the early hours of the morning, thousands of people had witnessed the search lights around Los Angeles fix on a target hovering above the city, and anti-aircraft rounds detonate in the sky. Reputable news agencies reported the attack, complete with eye-witness accounts. But the Japanese claim that they never attacked, and there was no wreckage to indicate that anyone actually did. These conflicting accounts cast uncertainty on the nature of the unidentified aircraft that caused the Battle of Los Angeles.