What is the name of instrument that like a box with wires and makes alien synth sounds?

The instrument you are describing is called a theremin. It is an electronic musical instrument that is played by moving your hands in the air around two metal antennas. The theremin was invented in 1919 by Russian physicist Lev Sergeyevich Termen, and it has been used in a wide variety of music, including film scores, television shows, and popular songs.