There was actually a documentary called "Ancient Aliens" or something similar.
It gives a lot of information on how there could have been aliens in the past, and an explanation to religion and many artifacts that point towards aliens having been here before. Supposedly, the human race encountered aliens and thought of them as Gods, like Alpha mentioned. They worshipped them because of their abilities, to fly, and etc. When people saw these aliens they were either transformed into a human-form or the people interpreted them as angels, or super-beings with a human form. That could explain why you see depictions of angels and etc. There are supposedly also some ancient places with depictions of aliens... I forgot where though. Then they talk about hybrids, transportation, stories, etc. It's a really interesting documentary! I believe I saw it on the History channel before... I hope I helped with this a bit! (Sorry for the long paragraph)
I was actually watching ancient aliens the other night and it was on the huge complex stone structures that humans apparently built and there was something about the humans having to lift 100 ton stones to build temples, monuments, ect. Then i thought about Shangri la and how there are huge rock buildings and huge stone structures and the alien or ape skulls and the aliens could have build that.Aliens may have built Shangri la.