The CIA released its catalog of intelligence reports on unidentified flying objects, or UFOs. There is plenty of fun reading there but likely not a complete database.
The downloadable files can be found on this CIA site. A lot of them are merely reports on saucer-shaped crafts and not actual investigations. Many of the reports are written with a heavy dose of this-can’t-be-what-we-think-
The CIA is required to release this information, along with analysis within 180 days of the December Covid release package. This requirement was snuck into the Intelligence Authorization Act for 2021 so we expect more in short order.