No Place Like Home (2002)

While out in the desert, a younger brother and older adopted-sister find a 20-something naked man where they expect to find a fallen meteorite. The man does not speak their language and knows little of everyday things in the world but exhibits some remarkable abilities. They come to understand he's not quite of this world and needs to leave before the end of the day or he'll die, but there's a dim-witted deputy out to detain him.