A lot of people have been abducted by aliens. Scientific research by experts like the late Harvard Prof. John Mack, the MIT's Prof. David Pritchard, Prof. David Jacobs, Leo Sprinkle, or Budd Hopkins revealed that at least 4 million people within the USA have been abducted, and that's the most conservative estimate. As only 20 to 25 % of the people that have been abducted, have a conscious recollection of the event, the actual amounts of abductees may be even a lot higher. The research also confirmed that something very real is happening to them. Some, if not a majority, of these abductees report physical abuse, or being forced to take part in breeding programs, physical experiments, etc.
In most cases the abductors are described as small humanoid aliens, about three to four foot tall, with oversized head, and big black eyes, hardly any nose, and grey skin. Because of this grey skin, people started calling them "Greys."
The abductees describe three kinds of greys. Type A is the mostcommon type (and is often referred to as the Zetas). They are about four to four and a half foot tall, with large heads and wraparound eyes, a slit mouth and no visible nose.
Quite often these greys of Type A are accompanied by a grey of Type B: the Tall Greys. The Type B greys look very similar to the Type A greys, but they are a lot taller: about seven to eight feet. Sometimes people mention greys of Type C. The Type C greys are the shortest, about three and a half foot tall.
A lot of these Greys are believed to come from a Star System called the "Zeta Reticulum (Rhomboidalis)." They would need earth human tissue and DNA to infuse with their own, in order for their species to survive. Other Greys seem to come from the Orion system. - For more information, see Greys.
Some believe that the US Government has a secret agreement with the Greys. According to the agreement, the US Government would allow people to be abducted on the condition that they would not be harmed, that they would be returned and that they would not remember the incident. In exchange, the US Government would get highly evolved technology. Some sources claim this agreement was already reached in 1954 (when allegedly Pres. Eisenhower would have met the aliens at Edwards AFB, on Feb. 20), while other sources mention 1964.
The Greys, however, do not have a monopoly on the abductions. The abductees also describe other types of aliens. First, there are the reptilians (or "lizzies" as people sometimes call them). Genetically they are akin to reptiles. They come from the Draco , Ursa Maior and Orion constellations.
Then, there are the humanoid type aliens, those aliens who can walk unrecognized among us. Three types can be distinguished: (1) the Scandinavian type (or "Blonds," or "Swedes" as they are sometimes referred to). Quite often they appear together with the greys. Possibly they have been abducted themselves, or are a genetic construction. (2) Then, next, there are other "normal" looking humanoids of the Caucasian type, with big eyes. They identify themselves as Pleiadians. (3) The last type of humanoid aliens appear human but have a pale skin that approaches blue. They identify themselves as Sirians, or Andromedans.
Finally, there are other aliens that do not match any of these descriptions, most of which have been seen in Europe.

From the point of view of an abductee, the abduction "is the unwilling detainment by various extra-terrestrial groups for the purposes of (1) study, (2) genetic sampling, (3) tracking of genetic family histories, (4) maintaining and developing hybridization programs, (5) human maternal response observation, (6) observation of neurological responses to emotional stimuli, (7) communication; and other purposes, including (8) the instillment of fear and terror, which is believed by the negative oriented extra-terrestrials to halt the development or acceleration of the abductees and of mass consciousness.

Listed are some groups involved in abductions and their primary reasons for interaction.

It should be noted that not all authors are convinced that abductions are necessarily done by extra-terrestrials. John Mack, Withley Strieber and Graham Hancock, e.g., point at the similarities between abduction experiences and the experiences of shamans in the spirit world. Jacques Vallee pointed out the many similarities with the Fairie Lore. They suggest that the abductors may be part of a parallel realm or another dimension that has always existed and that always had interaction with our reality.
It should also be noted that it is perfectly possible that if such realm exists, that extra-terrestrials might use it to travel to Earth. This indeed is even what Shamans all over the world claim. Shamans and Medicine Men in North and Latin America, as well as sangomas in Africa even make a clear distinction between the inhabitants of the other realm, and the aliens that use that realm to come and visit us.
Staying with abductions that are not carried out by extra-terrestrials: after their abduction experience, several abductees report being abducted by the military. See MILAB for more information.