We have seen a few lamps with a UFO themes before and one of them was even based on the animal abduction theme like these awesome DIY UFO lamps designed by Jason Dietz. When this dude makes a UFO lamp, he goes all out and does it up big time.
The massive lamps stand 5-feet 5-inches tall and have 10 gallons of water inside the recycled glass tubes. That water is bubbled by a 20-gallon aquarium pump and gives the effect that the plastic cow and the bubbles are being tractor beamed into the UFO.
Other than the glass tube, pump, and plastic cow, the lamps also use all manner of LEDs, CCFLs, and halogen lights along with light diffusers. The UFO is made from acrylic. These things are awesome and I would love to see how exactly the guy built them.