Ah. The Nato base for that thing was Britain.
The show was UFO Files.
Britain's Roswell
Original Airdate: December 17, 2005
This documentary looks into the famous Christmas 1980 Rendlesham Forest incident where a UFO reportedly buzzed a top security NATO military base that was said to store nuclear weapons.
You should check it out. It's like exactly what you were explaining i believe.
http://www.youtube.com/watch?v=_PbfPH2SF0E