When the Men in Black came out way back in 1997, it caused quite a stir as there were people who criticized the production of the movie for poking fun at something that many believed to be true.
The entire concept of the Men in Black were inextricably linked to the existence of aliens, and when the topic of aliens come up, there is the rather unpleasant matter of alien abductions and the accompanying anal probes and invasive physical examinations done by the aliens on the abductees. Without having to discuss the other reasons, this reason alone is already an excellent argument why the people of Earth desperately need an organization like the Men in Black. Here are a few more reasons:
1. The Government Denials are just Ridiculous
Of course the government would deny the existence the aliens, I mean, how could they continue to deny that microwave oven technology came from aliens if admitted that they were real?
Seriously, though, government denials about the existence of aliens have gone from being downright bizarre to just being insultingly ridiculous. I mean, some of us do have thinking capabilities of adults above the age of twelve, you know. Anyway, that light-thingee (uh, Neuralizer) that the Men in Black use would certainly do a much better job than the best spin doctor that the government employs.
2. The Military is Useless
There are numerous incidents wherein the reported first contact involved members of the armed forces, no less. Of all the stories that circulate regarding alien encounters, the ones where the military is involved are usually held to be the most credible. After all, it's the military, what benefit would they derive from lying to the public, right? Right. There is simply no way that the military is lying to us.
Anyway, apart from the handful (less than five documented accounts, to be precise) claims where the military was able to shoot down an alien craft and capture the occupants (shyeah, right), most of the accounts involving the military usually consist of our forces trying to give chase to what they claim to be aliens, vaguely identifying what they are pursuing, and then being made to eat the cosmic dust of the aliens as their starcraft speeds away. and then THAT'S ALL FOLKS.
3. Probing is NOT Fun
While most abductees have a common story that they were either sedated or paralyzed while the aliens did their biology class dissection number on them, most, if not all, claim that while there was little to no pain, the experience was not at all pleasant. Some have even claimed that they will be scarred for life from the experience, much like those who witnessed the final episode of Game of Thrones.
For an immensely advanced race, these aliens sure are real douches for not even bothering to get us humans high as a kite while they dissect us, or at the very least removed the memory of what was being done to us so that we would not have to constantly dream of it and piss our beds stinky every night. Jerks.
4. Events like the Battle of Los Angeles
At around 3:15 in the morning in Los Angeles county, air raid sirens sounded their warnings, piercing the relative quite of the locale. Soon after the air was filled with the sounds of death coming from .50 caliber machine guns and 12.6 pound anti-aircraft shells being fired into the air at... get ready for it... NOTHING. Initial reports said that the barrage was brought on by alleged sightings of a unidentified fling craft or crafts over the county. The military, set on edge by the sneak attack on Pearl Harbor just a few months earlier, was just itching to fire on anything perceived as a "potential enemy".
Reports later on claimed that the alarm and subsequent scorched earth armed response to the sky was brought on by -- get this-- a weather balloon. While no one from the military will admit this, many incidents like this, where the military had to issue an armed response to a perceived threat, only to find out that the threat was nonexistent, could very well have been because of aliens who triggered the detection systems of the military. Due to the fact that our weapons were probably like flint weapons compared to the technology of the aliens, there was nothing hit or shot down, despite the best efforts of the overeager gunners.
5. Because Aliens
Do you really need more reasons to have an organization tasked with policing aliens? I mean, how many more "real" alien stories that the government completely denies the existence of need to come out before people think that the Men in Black are a really good idea?
Never mind the anal probes, the abductions, the anal probes, the horrific experiments, the anal probes, and all the other terrifying things that aliens do to us, think about this instead: there is an increasing amount of stories that all boil down to us being used as breeding stock. Humans also happen to be really good in killing each other and themselves. How long before we have successfully eradicated true stock humans and all that are left are alien hybrids?