Governments are so terrible at keeping secrets -- I find it tough to believe something like this could happen and not have been confirmed with some hard evidence before.
I really think it depends on what the government is trying to keep secret. For example, the government did an excellent job in keeping secret the stealth program for years. That program involved a small number of researchers and people who knew about it. The larger the "secret", the greater the chance of a secret coming out (ie Wikileaks). If it's aliens we are talking about, only a handful of people would know about it and if those people are sworn to keep a secret under the penalty of death, the Government could very easily keep something like this a secret.