A very strange sighting can be witnessed. During the 'On Track' level, when you reach Sturmgeist's train right at the end, a UFO can be seen for a few seconds in the night sky above, although it's easier to miss than it is to spot.
When you arrive out on the platform, turn 90 degrees to the right and look up to the skies at a 45 degree angle. From this point, you should see a fleet of bombers flying in from the right of them and you should see the UFO fly over your head from behind, then disappear over the horizon.