Just a note - ever since shortly after 9/11, major sporting events are automatic TFR's (temporary flight restrictions). Here is the language from the FAA directive:
Pursuant to 14 CFR section 99.7, special security instructions, commencing one hour
before the scheduled time of the event until one hour after the end of the event. All aircraft
operations; including parachute jumping, unmanned aircraft and remote controlled aircraft,
are prohibited within a 3NMR up to and including 3000ft AGL of any stadium having a
seating capacity of 30,000 or more people where either a regular or post season Major
League Baseball, National Football League, or NCAA division one football game is
occurring. This NOTAM also applies to Nascar Sprint Cup, Indy Car, and Champ Series
races excluding qualifying and pre-race events.
In itself, a report of a 'flying saucer' isn't going to result in the scrambling of fighter jets, if it is even taken seriously at all. However, a report of an unauthorized aircraft as described above would by virtue of the ballpark TFR. Zombie's post is probably the best guess of where they would come from. And, it wouldn't be outside the question for an LEO helicopter to fly in and investigate prior to jets arriving.