They're out of this world (4)
'they're out of this world' is the definition.
(I've seen this in another clue)
This is the entire clue.
(Other definitions for aliens that I've seen before include "Outsiders" , "Creatures from another planet" , "Non-nationals - perhaps from Mars?" , "Foreigners or extraterrestrials" , "Extra-terrestrial beings" .)
(Other definitions for ufos that I've seen before include "Mysterious phenomena" , "Roswell sightings?" , "Initially, formal flying saucers" , "Mysterious things" , "Supposed spaceships" .)