Holy Shit! I had almost forgotten about "Alternative 3"
I first heard about this theory in an old Austin Chronicle ca.1991. this is one of my all-time favorite conspiracy theories, hands down. It would be so ULTRA-MEGA-SWEET if this were even half true that I would have to punch my mom right in the face. here's an exerpt:

"The ALTERNATIVE 3 astronauts landed on the Moon and built their own bases many years BEFORE the FIRST APOLLO ASTRONAUTS landed on the Moon in 1969, as the result of a secret treaty between the Pentagon and the Zetans. The Zetans helped the Department of Majority colonize the Moon with secret bases, and in exchange the Pentagon's Majority Department helped the ZETANS colonize the United States with their own secret underground bases. The Pentagon decided that co-operating with the ZETANS was a better idea than being invaded!"

http://www.mt.net/~watcher/13.html