That would technically make him an illegal alien, I guess. His people did supposedly emigrate to Egypt and back without going through Customs.
An ancient alien?
I'll beg to differ on that. According to Luke, it was a census of the world, which at the time was the Roman Empire that included a sweep of land and sea from Britton, Gaul, Iberia, all lands surrounding the Mediterranean, Aegean, and overland to the Black Sea. Free persons could be well traveled within the empire, thus people were ethnic, but not alien.