I've read creator John Krasinski's comments on the backstory for this film. It goes something like this:
A decent sized asteroid impacts in Mexico. It destroys everything for hundreds of miles in every direction. That asteroid turns out to be a fragment of a distant extrasolar planet that was torn apart, perhaps by a black hole or collision with a rogue planet. These creatures were intelligent but pretechnological apex predators on their homeworld. Their armor is resilient enough to have protected them from the explosion of their planet, the journey through space, re-entry, and a high velocity impact. So yeah - it's incredibly tough. We don't know if they reproduce quickly or there were simply a lot of eggs delivered by that asteroid which were scattered about during atmospheric entry and then hatched.
Whatever the case, they overran the Earth very quickly. Cities became all-you-can-eat buffets for the creatures. Something like a MOAB - or of course a nuke - might kill them at very close range but small arms, .50 caliber rounds, even grenades and missiles, are useless. As Krasinski put it, until they expose themselves they're practically invulnerable. We've seen how fast they are when they move quickly. You can imagine hundreds or thousands of those things being drawn to the sound of the guns, tearing soldiers apart, ripping open tanks like tin cans (remember how the claws on one of them sliced right through that thick steel silo door?).
As we saw when people turned on their lights in a nightly show of solidarity, more survivors are out there than it appears at first. The smart and resourceful ones who came up with a system of doing what they need to do silently have survived. Probably 95% of the world's population, or more, are gone though. Government and military leaders may still be around, taking refuge in underground facilities like Cheyenne Mountain, but they're not going to be much help to the people outside.
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