Better known for his role as Boycie in Only Fools & Horses, Mr Challis described himself as a sceptic on the issue of aliens.
Files recently released by the Minstry of Defence (MoD) revealed several incidents involving UFOs in the county.
The files included sightings over RAF Shawbury and RAF Cosford, initially classified due to concerns of security.
Former MoD UFO investigator Nick Pope said one of the "world's most intriguing events" was witnessed at both airbases.
"A UFO was seen by a flight of air force police officers at Cosford and then by the meteorological officer at Shawbury," Mr Pope said.
The policemen claim they saw a craft 200m across, with three blinking lights. The sighting suggested a breach of air defences and the event was covered up.
ALIEN LIFE
Nick Pope worked as a UFO investigator for the Ministry of Defence
Astronomer and TV presenter Sir Patrick Moore said the probability of life existing elsewhere in the universe was very high.
"I refuse to believe we are the only examples of life," he said.
Phil Hoyle, director of operations at the UFO Investigations and Research Unit in Shrewsbury invited Mr Challis to join the group one evening in searching for aliens in the skies over Lyth Hill.
It proved to be a quiet night, without bright lights, or alien contact, but members of the group said they had witnessed UFOs over the county in the past, claiming it to be a "high-intensity" area.
Mr Challis said that the experience of making the documentary had changed his outlook: "I'd like to think there's something out there. What it is though is a mystery."
http://news.bbc.co.uk/local/shropshire/hi/tv and radio/newsid 9165000/9165099.stm
