Many societies have traditions about elves, fairies, dwarves, kobolds etc, which echo modern grays. These were small, humanoid, with incredible powers and would wander around at night, especially in remote places. They were sometimes said to take an interest in livestock, milking cows or damaging them (this was one way diseases were explained, along with witchcraft). Abduction by fairies is a centuries old tradition in Europe, and it is possible that grays represent a modern outgrowth of this idea, with the fairies being replaced with extraterrestrials (which are more plausible to many people's mindset nowadays.) Two notable fairy abductees from western literature are Thomas the Rhymer and Rip van Winkle. The latter experienced a significant amount of missing time.
—Rational Wiki on the connection between The Greys and traditional folklore
