No, there aren't.
There ARE some artifacts and hieroglyphs from ancient civilizations that we do not (yet) fully understand, but the only way to jump from there to the conclusion that "aliens did it" is to do so in willful ignorance of the evidence.
The probabilty that alien life exists somewhere in the vast universe is close enough to a value of 1 that it is almost a certainty, but the idea that they would come all the way here and then leave so little evidence, just scaring a few humans into making images of them (or perhaps to make a few sculptures themselves?) is ludicrous!
