The episode we are looking for contained a certain segment titled "The Face in the Window" and featured (from what we can remember, which isn't a whole lot) a family from Missouri that accidentally caught footage of an alien on one of their Christmas home video recordings.
As to whether or not it really was an alien's face at the window doesn't really matter. All that matters is that we find this video. The reason being is that we all remember seeing it, and we all remember being totally freaked out over it - and now, we all can't find it.
I, personally, am offering a cash reward for whoever can find this video for me. It won't be much, but will definitely pay for your time, troubles and shipping (if necessary).
The following is a list of clips that are NOT the one we are searching for.