NASA TV UFOs: UFO Filmed during
the Gemini 4 Mission, June 1965

It was astronaut James A. McDivitt who first saw the cylindrical shaped UFO and managed to film and it.

The UFO footage can be found 11:52 minutes into the UFO documentary, “UFOs: It Has Begun”:

http://video.google.com/videoplay?docid=7100303682843029418

The NASA Gemini 4 mission:

Launch date: 3 June 1965 –
Landing date: 7 June 1965.

James Alton McDivitt,
Brigadier General, U.S. Air Force (Ret.),
NASA Astronaut & Engineer