"Does the mod get involved in the supernatural and research labs hybrid animals?"
Personally, I'm not sure the government 'gets involved' in the supernatural because I'm not convinced there's anything to be involved in. It's well worth, for instance, considering the life work of James Randi - a former great of magic and one of my heroes - who has exposed hundreds of self-proclaimed channelers, psychics, mediums, etc. for using trickery. Derren Brown achieved a similar effect several years ago when he decided to test major-name organisations in various fields of paranormality and successfully got several of them to endorse him as the real thing without even asking if he was tricking them.
UFOs are marginally (though not much...) more plausible merely because the possibility of life elsewhere in the universe is, as far as we know, significantly more probable than the possibility of human life after death. But even so, there's precious little evidence that contact has ever happened. For this, I reccommend digging up Carl Sagan's comments on the subject - you'd be hard pressed to find any examples of alleged sightings, abductions or encounters which actually stand up to critical or scientific scrutiny.
With regard govt conspiracy theories generally - I reccommend brushing up on what history we have of the intelligence services, which for obvious reasons is highly incomplete but is valuable regardless. What we do know is that intelligence services and government bureaucracies seem to be far less efficient or competent than they would need to be in order for conspiracy theories to have a semblance of truth (minus very small-scale and pretty unsophisticated manipulations like the Tuskegee experiments).