Marfa Lights, Texas
To be able to see these you will have to make a night trip to Marfa, Texas, the recommendation being that you should be staying somewhere around the location. The lights were first noticed in the 19th century and are still visible today. It is definitely an unusual occurrence, and no one has been able to explain it so far.
Everyone, from famous meteorologists to just local folk, has seen these stunning lights along the horizon, and as far as anyone can tell they have no source at all. They appear randomly at night all year round, no matter the type of weather. There is even a viewing area 9 miles east of Marfa, somewhere along Highway 90, so you do not have to brave the uninhabited areas where they generally appear. The lights appear in white, red, or blue and they are very random as they do not appear at the same hour every day.
Regardless of where they come from, they have become a famous, yet unusual, attraction and you should definitely stop by to see them. You could even catch the Marfa Lights Festival if you are lucky enough! Two birds with one stone.