In the above video shot in Denver, some black shapes fly in front of the camera and people can't figure out what they are.
It seems pretty obvious to me that it's just some out of focus insects near the camera. That's what flies look like when filmed, out of focus, and with some motion blur:
This video has flies at a variety of distance from the camera, with in various motions and orientations.
As does this:
This video has similar video quality to the original report:
Of course what the "UFO" is is just single flies, pick one from the video.
Here's a good source of out-of-focus motion-blurred flies: