The story arc which ended with Booth being treated for a brain tumour included an incident in which a ghost saved his life. They later said that this was all in his head - except that Brennan met and reacted to him at one point.

The alien thing was a guy with strange powers who claimed to be an alien, who turned up in one episode. Never explained away.

Bones isn't exactly unique in the weird shit - Castle has canon time travel, for example.