War of the Worlds

The War of the Worlds, the first Alien Invasion Story, has been told many times.

In chronological order:

• The War of the Worlds (novel), the story that started it all
• The War of the Worlds (radio), the infamous Orson Welles radio broadcast of 1938
• The War of the Worlds (1953 film), George Pal's masterpiece
• War of the Worlds (TV series), the television series based on the 1953 film
• Jeff Wayne's Musical Version of The War of the Worlds, the Rock Opera
• Jeff Wayne's War of the Worlds, the real-time strategy game
• Scarlet Traces, the 2002 Dark Horse Comics version (and follow-ons)
• War of the Worlds (2005 film), Spielberg's take on the story.

You may also be looking for John Christopher's Tripods trilogy, which strongly hints that it takes place in a world where the invaders won.