Alien fleets, rayguns and...Winston Churchill? Sure, we haven't met any aliens yet in our timeline (or they're being very discreet about close encounters), but alternate history authors won't let that stop them. First contact isn't just for the future anymore!
Harry Turtledove is, as usual, all over this alternate history trope and his Tosev timeline novels are probably the most well known version of the idea. In 1942, right as the second World War is heating up, an alien fleet from Tau Ceti arrives to take over the earth. The war with the invading aliens (known as The Race) speeds the development of earth technology and results in a radically different post-war balance of power with Nazi Germany surviving the war. Beginning with In the Balance, the first four novels in the series discuss the alternate second world war but later books in the series continue exploring the timeline up to, and past, the present day. As the timeline continues to diverge Humanity and The Race end up in a kind of alternate interstellar Cold War.
But not every alien has to travel light years to get here. Turtledove is also the author of A World of Difference where Mars is instead Minerva, the blue planet, a water-rich world with its own form of intelligent life. History remains largely unchanged by this shift in the timeline but by the 1980s the US and Russia have both drastically ramped up their space programs to lay claim to Minerva. A similar political situation has arisen in S.M. Stirling's The Lords of Creation series, but the state of our neighboring planets is very different. In Stirling's universe, both Mars and Venus are inhabited but not by species native to those worlds. Instead, they've both been seeded with life by an unknown alien race - Venus is covered with humans, dinosaurs, and Neanderthals shuttled over from Earth while Mars has its own race of humanoid aliens.
Finally, there's the father of all first contact fiction - The War of the Worlds by H.G. Wells. You'll probably protest - and rightly so - that the original book was simply science fiction set in Well's contemporary England, but a host of authors have taken the novel as the point of divergence for a timeline where England adapts the Martian technology to explore the solar system and defend against further martian attacks. Prominent examples include the comic Scarlet Traces by Ian Edginton and D'Israeli where the "Martians" turn out to be from the asteroid belt and they're just one of many alien races in our solar system. Or this year's War of the Worlds: Goliath, a steampunk animated film where an elite team fights off a second Martian invasion using giant mechs. This idea is almost as old as The War of the Worlds itself. In 1898, the same year the original was published, an unauthorized sequel, Edison's Conquest of Mars by Garret P. Serviss was serialized. The title kind of gives away the plot, as the story is mainly Edison traveling to Mars and using his inventions to conquer the planet.