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answers:
Hunter say: Not all of them. Some people want attention, some people are a bit delusional. But Betty and Barney Hill came up with a star map that was impossible for either of them to create. Thus, physical proof of their abduction. So there...
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Fireball say: some
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Newdivide1701 say: Not all of them, most of them are explainable which includes such phenomenon as sleep paralysis.
Budd Hopkins, a leading researcher in the alien abduction phenomenon in the 1990's, looked for the "typical" alien abduction scenario. The abductee goes to bed, and then wakes up with a very strange feeling that something wasn't right compiled with images of being surrounded by something.
That's the typical alien abduction where under hypnosis they begin to recall that they were taken by extraterrestrials. However that was also the result of sleep paralysis where the body is still asleep but the mind is only partially awake, and without being able to move your mind starts to see things which includes aliens.
However with alien abduction stories, I look for the atypical ones, ones that do not conform to typical alien abductions or having details that sleep paralysis cannot explain away. One such incident is where a woman goes to bed wearing her jogging suit because she doesn't have a nightgown, and then wakes up in a nightgown. How did she have a nightgown on her when she didn't own one?
There have been reports of people who claimed they were abducted were not asleep in bed, but out for a walk or a drive. Sleepwalking could explain both because people can drive while they are sleepwalking with their unconscious mind starting to see things. But when you have people who experience the same missing time phenomenon, then statistically speaking it would be virtually impossible that it was something down to Earth.