I'm pretty sure the holes they show in the beginning of the video were actually created by the rover's drill - the following is an image from the NASA's JPL website:
[...] This image shows the first holes drilled by NASA's Mars rover Curiosity at Mount Sharp. The loose material near the drill holes is drill tailings and an accumulation of dust that slid down the rock during drilling. [...]
http://mars.jpl.nasa.gov/msl/multimedia/images/?ImageID=6718The rest of the formations they show in the video look interesting, but I'd wait before claiming aliens did them, and look at more natural explanations first.
