I believe the level was Through the Maze (can't remember for sure), but at one point I noticed something odd about a few of the floor tiles:

If you can't tell what it is, the tiles around the circled wall are all blurrier than normal (It's pretty hard to notice, I just caught it by complete accident).
I didn't think much of it at the time, until I noticed that the UFO acted as though those tiles were walls. They could still shoot through them, but wouldn't fly over them.
Correct me if I'm wrong, but UFO's can fly over both water and lava, right? The only other thing I can think of is a "pit"/empty space tile.
