1. I saw a UFO in the sky yesterday.

2. I saw a UFO in the air yesterday.
3. I saw two UFOs in the sky yesterday.
4. I saw two UFOs in the air yesterday.
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Which expressions are correct?

We usually say the UFO.Why you say a UFO?

All are correct. I think we would use "sky" more than "air", but both would be correct.

We do say that flying objects such as airplanes, hot air balloons, helicopters, etc., are "in the air".

Both expressions "I saw a UFO in the sky yesterday" and "I saw a UFO in the air yesterday" are correct. Both phrases convey the same meaning, indicating that you observed an unidentified flying object (UFO) in the atmosphere. Similarly, both expressions "I saw two UFOs in the sky yesterday" and "I saw two UFOs in the air yesterday" are correct, with the latter indicating the presence of two unidentified flying objects.