There's a lot of short stories and sci-fi movies depicting stealth alien invasion, typically on American country village or even a big city. We're not talking war with advanced sci-fi tehcnology - we're talking about hostile alien species, typically more deadly and vile than any predatory species on Earth. And of course they are inexplicably interested in killing or eating humans specifically. Best example is the Alien from the alien franchise, but there are hundreds of variations on this kind. Unlike alien invasions, they come in small numbers initially, but multiply drastically, presumably in abandoned underground structures.
Let's narrow the circumstances now. We have several unsettling deaths and disappearances in a big city. Finally, one happens in front of police street camera (no witnesses that time or ever before, the public is simply not aware of this), clearly displaying that innocent pedestrian was attacked by something quite obviously alien. Or at least, the alien assumption has the benefit of the doubt.
Typically, upon discovery of alien threat, fictional stories focus on the protagonists and make the army appear lame, unprepared or absent completely. This does initially work since the media consumer focuses on the story as well, but later comes as not so thought through.
My question here (emphasised since people seem to disregard this paragraph) is how would realistic, real-life police react to this evidence, as an organisation. What procedures should be followed? What would be done to verify the threat? If verified beyond doubt (eg. alien nest is found), what would be the next steps from the government's army? Are there any international protocols that would take place as well? How is the public treated, and how fast?
I'm not looking for ideas how would theoretically some government react. I am looking for information as factual as possible on the measures intended to deal with unknown lethal alien threat - all that is there to know and is not military secret. US military allegedly has protocols for dealing with zombie apocalypse, so I assume they are prepared for everything. Note also that, especially for benefit of other visitors, answers definitely do not need to focus on US in any way.