Alien Night came with Get Together. It happens once a week on Tuesday's. If you're there when it starts the game will start generating aliens until there's a handful of them there. I usually will see them wandering around on public lots and in my neighborhoods after that. The only way to have a female sim have a full alien baby without cheats is for them to be an alien and have an alien partner.
For those that might be curious (or want to avoid them) here are the other bar nights:
Happy Hour (Everyday) – Drinks are discounted by 50% for everyone.
• Bear’s Night (Monday) – Requires the Outdoor Retreat Game Pack. Drinks are discounted 50% for Bears Only.
• Alien Night (Tuesday) – Requires the Get To Work Expansion Pack. Drinks are discounted 25% for Aliens only.
• Ghost Nights (Wednesday) – Drinks are discounted 25% for Ghosts only.
• Knight Nights (Thursday) – Requires the Knight Outfit. Drinks are discounted 50% for Knights only.
• Ladies Nights (Friday) – Drinks are discounted 25% for Ladies only.
• Singles Nights (Saturday) – Drinks are discounted 25% for singles only.
• Guys Nights (Sunday) – Drinks are discounted 25% for Guys only
The only ones to really look out for are Alien Night and Ghost night because those will spawn aliens and ghosts which might then wander about the town. Bear Night and Knight Nights have the costumes but they'll either be townies already in the game or new ones will spawn but outside of the nights they won't be wearing the costumes.