I have a second home not too far from Roswell ( a hundred miles or so, a typical commute in the Southwest ) and have been there on many occasions. I've talked to older people in restaurants, bars, shops etc., and they really know nothing more than we do. Y'see, back then, unlike today, folks believed everything they were told by the US government. A weather balloon? Well that's what it was. They've grown up believing that. As the site is outside of town there were no eyewitnesses so, really, anyone around at that time gets their information from the same sources we do.
I must say though, they've certainly cashed-in on the event. UFO shops, museums and anything else you can think of, abound throughout the area. Should you ever visit I highly recommend this tour:
It's a hoot and a must-do for UFO buffs.