South Park 912 "Trapped in the Closet"

Usually, to hear the secret doctrine, you have to be in the church for several years, Stan. Are you ready to hear the truth?

I guess.

You see, Stan. There's a reason for people feeling sad and depressed- an alien reason. 

It all began 75 million years ago. Back then, there was a galactic federation of planets which was ruled over by the evil Lord Xenu. 

Xenu thought his galaxy was overpopulated and so he rounded up countless aliens from all different planets, and then had those aliens frozen.

The frozen alien bodies were loaded onto Xenu's galactic cruisers, which looked like DC8s except with rocket engines. The cruisers then took the frozen alien bodies to our planet, Earth, and dumped them into the volcanoes of Hawaii.

The aliens were no longer frozen- they were dead. The souls of those aliens, however, lived on, and all floated up towards the sky. 

But the evil Lord Xenu had prepared for this. Xenu didn't WANT their souls to return, so he built giant soul catchers in the sky.

The souls were taken to a huge soul brainwashing facility which Xenu had also built on Earth. There the souls were forced to watch days of brainwashing material, which tricked them into believing a false reality.

Xenu then released the alien souls, which roamed the Earth aimlessly in a fog of confusion. At the dawn of man, the souls finally found bodies which they could grab onto. They attached themselves to all mankind, which still to this day causes all our fears, our confusions, and our problems.