Well Iranian state news reported their "flying saucer" a few years back on their national achievments day where they also unvelied their herbal AIDS cure.

From what I understand, most drones currently deployed don't really have much of active defenses or countermeasures. Also keep in mind in their current roles that the only cameras are likely look-down (recon) and look-ahead (piloting). It wouldn't really take much to sneak up on one, provided you remain outside of the visual envelope during the intercept.

Hypothetically, you could fly a small cargo plane with a back door that opens, get really close, and sling a guy out the back with straps and a parachute on, and capture the drone that way. (This would also make for cool movie stunt footage, if anyone cares to test the idea.) Since it's flying on a pre-determined route and can't see certain areas around it, there wont be much chance of a drone taking any intentional evasive manuevers. Get close, keep it out of turbulence from your aircraft, keep out of its sight, and it's a sitting duck there to pluck.

A flying saucer is a fanciful story, but jamming or something else more mundane still seems a lot more likely.