In 1947, a Nedenah flying saucer crashed near Roswell and was salvaged by the United States Army. (PROSE: The Devil Goblins from Neptune) Around the same time a craft piloted by a Gray alien ambassador also landed in the vicinity. (TV: Dreamland)
Real world location
Though it's possible that a real world location doesn't exist in the same geographic space in the Doctor Who universe, such cases are few and far between. Thus, the map at right is probably a good indicator of the DWU location of Roswell.