"My apologies for the security breach. I was experimenting with temporal rifts and found myself here." -- Anon Guest.
Roswell, New Mexico. 1947. Everyone has a story about what happened that year, but it was a weather balloon carrying a top-secret attempt at detecting enemy nukes and that was that. However, since the American Public believed there was a coverup, it and the nearby Area 51 became the perfect stalking horse for other, experimental technologies.
Then there's the actual Incident that happened a decade later. Deep in the warehouse where excitable people with little in the way of scientific knowledge were allowed to glimpse mock-ups of alien craft, something... else happened to appear. There was electrical discharge and the cameras caught several blurs before a humanoid figure stumbled into the clear zone around the prop spacecraft. The cameras, alas, did not record the sound that occurred at the same time, which witnesses identified as not being wholly unlike a person dragging a house key up and down a piano wire.
The guards snapped into action. Even though they were on Window Dressing Duty, they knew what to do with an intruder and did so with extreme prejudice. They were also smart enough to know that anyone who could just appear in the middle of Area 51 should be kept alive for questioning. Just to see if there was anyone else who knew how to do that trick and how it was done and if there was anything that could be done to prevent them from doing so again. Which was how America, in 1957, got hold of a fountain of information in the form of Cassandra Jones, Experimental Time Traveller.