This is a very funny story. Aliens visit a village, but nobody believes that they are aliens. It was written by a very famous sci-fi writer. Unfortunately I've forgotten the name of the author and the story.
I think this is 'Trouble with the Natives' by Arthur C. Clarke. Two aliens land near a small country village but when they meet a local and ask for directions they can't understand his accent. The next person they encounter is a professor of atomic physics, out hiking, but so engrossed in thinking through his latest theory that he doesn't even see them. They also meet the village postman (in a hurry) and an old woman (stone deaf) so those contacts don't work out either. Eventually they run into the village bobby who assumes they're mad and locks them up until he decides what to do. In the cell of the police station is a drunken student, who comes with them when they break out and becomes Earth's official first contact.
Another story with a similar theme is part of Ray Bradbury's the Martian Chronicles. Specifically, "The Earth Men".
Being a Bradbury work, it isn't really funny, though.
A set of astronauts visit Mars, and land near a Martian village. Going into the village, they deal with the locals and by some manner are eventually put into a (martian) insane asylum. Martians have the ability to project their mind's reality into reality, and if someone is declared insane, they are immediately killed. The astronauts point to their space ship as evidence of their having come from earth, but to the Martian doctor examining them sees it as evidence of their insanity, and has them killed. After having killed the last one, the space ship still hasn't vanished, so he thinks himself insane and kills himself.
I guess it's somewhat funny, in retrospect.