In Interstellar, NASA scientists keep saying "they" in most of their conversation with Cooper.
Does "they" refer to some alien or supernatural race?
The 'They' being referred to is (at this point in the movie) some unknown, supposedly extra-terrestrial higher knowledge that is manipulating gravity to send messages in Binary, and Morse code.
For some reason, they are directing NASA on Earth towards a solution to their planet's exhaustion; which is why when Coop shows up at the base after following the co-ordinates, the immediately assume his presence is some kind of providence and recruit him into the team...
However, we later learn that...
... 'they' are in fact the future remnants of the human race, that have achieved a technology so advanced they are able to manipulate the 4th dimension: namely, time. It is Coop's future invocation that is directing himself to NASA, and onto the program. With the help of CASE, Coop transmits the data required to complete Murph/Brand's formula, and achieve the necessary scientific knowledge to leave Earth with full colonies.The 'They' is a combination of the future human race which sent back the Space/time interface for Coop to manipulate, and Coop himself...
While John Smith's answer is correct, I just want to add a little more explanation to it, since thinking about it seems a little paradoxical. It's my understanding and it could be wrong, but I would give it a try.
"They" are neither aliens nor super-natural forces. They are thought of as extra-terrestrial beings back on earth. But actually "They" are humans themselves. How did all this happen ? When earth was in danger, some human beings were sent from earth into outer space to discover a new home and save humanity. These folks succeeded in their mission. But now the task that remained was putting it all in action and actually saving the human race. This is actually a case of time-travel. The humans sent there, made huge scientific progress and were able to manipulate the 4th dimension: namely, time. Using this they actually traveled back in time and send all sorts of signals and clues to the human race (many years back in time). Cooper too is a part of "They". Murphy though she was getting signals from some extra terrestrial being, but it was actually Cooper himself. Let's put it this way : Some Humans left earth in search of new land. They found it and developed new colonies but they could not get back and this took a long long time. May be human kind became extinct at this point on earth, but the surviving humans manipulated the 4th dimension: namely, time and hence they traveled back in time and sent signals and information to the human race when it was still alive. Helped them at many points so that humans were actually saved back then (when they left earth). Afterwards, as it happens in case of time travel fiction, once you change something in the past, a wave of repercussions happens and everything from that point of time to current, is changed.
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