Seriously... Proof, Dean? Can you prove to me that you fight vampires, werewolves, and shapeshifters? And kill ghosts with rock salt? Wanna know how I know all of that? I'm not stalking you. It's the fact that the little bit of technology I do have, I can track anyone.
It's alien technology. Even the FBI doesn't know about you, but they want to.
Secondly, Christmas day, 2005. You had to have heard about the star that 'flew over Britan', that, Dean, was alien. Stars don't fly. The military blew it down. It was all over the news, and claimed to be all a hoax.