UFOs, four letters that unleash passions, embarrass authorities, baffle scientists and amuse skeptics. For almost eighty years now, these stealthy, enigmatic phenomena have been a regular feature of the news, playing with our fighter planes and disappearing without any serious contact being made. Worse still, despite hundreds of thousands of witnesses worldwide, no significant progress has been made in solving the enigma of their nature and origin. The author's hypothesis is that UFOs do not come from an extraterrestrial world, but from our own future. UFOs are the manifestation of our own future - in other words, time machines. To develop this theory, the author reviews over 3,000 years of history of unexplained aerial phenomena, and draws on the greatest scientific theories of the 20th and 21st centuries: general relativity, quantum physics, the big bang and black holes.