Alien Abductions

I just saw a show on Discovery Channel about alien abductions. Apparently a lot of people TRULY believe they were kidnapped by aliens. I've seen similar shows before, and though I always thought the concept was baloney/hogwash/bulls**t, I've always been a little intrigued by it. If alien abductions were real though, why hasn't anyone bothered to kidnap someone from my country? Maybe the aliens figured we could always just migrate illegally to their planet.