lots of good information in this thread - i will attempt to summarize:
There are no such things, as "stuck aliens". What does happen is the alien actor sprite will disappear (OR stay static at the screen- However, you may shoot at it an infinite number of times, and nothing will happen). This only happens in certain maps. However, the actual alien actor will remain on the map, although invisibly.
In reality, the alien actors are not "stuck" in walls, tho it may seem so since it often happens they disappear next to structures. Invisible actors often run out of ammo, or freak out and hide, either case making it hard to finish a mission.
One possible cause suggested is that game is out of sync. As of 2.5, any action with camera movement lags, typically on aliens shooting on long distance. As result i see message about wounded soldier long before alien which wounded him even have started to move and movement of previous alien is shown (bullet in flight). I think that bugs with dead aliens left standing or invisible aliens is related because it's often happens on maps with wide space like dam or farm.
There are 5 ways to deal with an invisible alien.
#1 by walking directly into it with a XCOM actor. If your actor refuses to enter the tile you are pointing to (but you get TU poppup teling you its an enterable tile), it means the invisible alien is occupying that tile. You then proceed to shoot that tile (nevermind 0% chance) and will hear the death of an alien. Note shooting direction / door sounds. They will help.
#2 It is also possible for an XCOM actor to kill invisible aliens with reaction fire (reserved TUs). The CPU will always know the alien is there, even if the human player cant see the alien sprite on the screen. Reaction fire will work.
#3 via console, make all aliens visible so you can target them (cmdlist , cvarlist and others - see the command article in wiki)
#4 enable "auto mission" for the trouble maps. The CPU will fare a lot better against the invisible menace!
#5 abort mission. No alien artifacts will be collected.
Problem maps as of 2.5 beta:
*First-hand experiences with invisible aliens:
GAS STATION
JUNGLE (the one with campsite , water streams, and 3-room house)
DOCK
DAM
*Other accounts of invisible aliens:
ALTDORF
Tropical theme map, with a patio style path between a two stoey house and a single storey bungalow
EAGLENEST
RZESZOW
SHELTER
TROPICAL DRUG
