No need for slides. You can sandwich two B&W negatives to produce a fake print, a montage. Uniform skies lend themselves well. I think this technique has been used many times in this kind of photographic "genre". The only object which is "glued" over another image more often than a UFO is certainly the moon. People like pasting moons everywhere in the most absurd dimensions. They often glue them in the North part of the sky as well.

Another technique would be double exposure: The first exposure is normal, the second over the same film takes only the unidentified pasted object while the rest of the scene is black.