Le Gasp?

I think it means that you need to look around for buried items, because a UFO part may be there. My theory is that it means that it dropped something.
 
That is Gulliver's UFO if you shoot him down he'll ask you to help him find some parts to fix his UFO if you do he'll reward you with one of the following:

Arc de Triomphe, Metroid,
Chocolates, Moai Statue,
Compass, Mouth of Truth,
Manekin Pis, Pagoda,
Matryoshka, Plate Armor,
Merlion, Tower of Pisa,
Mermaid Statue, Tribal Mask,
 
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