There was indeed a cover-up of what crashed outside Roswell, but authorities were hiding not a crashed alien saucer but a weather balloon from a secret spy program called Project Mogul. The debris described by the original eyewitnesses exactly matches the balloons used in the program; the fanciful stories of alien bodies did not appear until much later. The Roswell Incident was in fact only one of many similar (and clearly folkloric) stories of crashed vessels containing alien bodies and debris—some dating back nearly 100 years earlier.

Further reading:

Philip J. Klass. The Real Roswell Crashed-Saucer Coverup.

Robert Bartholomew and Benjamin Radford. Hoaxes, Myths, and Manias: Why We Need Critical Thinking.