A. Alien Spacecraft - this was all covered by "In Search Of" back in 1978 . . .
B. It is generally accepted that Gods can fly, levitate, teleport, etc. as needed to perform their duties.
C. If physics can posit wormholes, twists in space and time, parallel universes, additional dimensions, and dark matter, beings we perceive as deities may be able to use these phenomena.
Theologically, the Fourth Quarter Christian Church of Gainesville is focused on more practical and important questions--like "Why is God punishing the Gators?" and "When does Tebow become King of America?" However, ultimately, these "how" questions would all be filed under "Mysteries of Faith" by more serious Christian denominations.