I've not watched the show, but paleocontact is definitely a possibility. There's no evidence for such however – and, indeed, alien contact is considered so unlikely right now that you'd need something pretty big. So if the show is trying really trying to paint anything in our history as evidence of alien contact, it's bollocks. I've never seen anything that's easily
unexplainable without aliens, and what's more – I'd have doubts for anything large-scale. Why? If there was a paleocontact, the more extensive it was, the more likely it would have left undeniable evidence. I'm completely not buying anything about ancient buildings, especially huge ones like the pyramids. If they were built with alien help, there would something screaming alien in there.
That said, I'm pretty sure a lot of events from our history are pretty consistent with alien contact, and I've found too many things in our culture to be eerily fitting with such tales. Carl Sagan cited Oannes
as an example of such story. Of course, that's still not evidence (or at least not very good evidence), but since it's indirect, you wouldn't expect alien fingerprints all over, so it actually might
The real question is how common aliens are in our universe, and how many advanced civilizations are there right now in 100 light year radius. If there are more than two, well, I'd say there were ancient astronauts here at some point, possibly coinciding with our civilisation. If that's the case certain historical tales can be interpreted as evidence for such contact. If aliens are rarer (pretty damn likely), well, we've got nothing.