I went looking for some more information on the book, Vickie had mentioned. youtube had a good documentary on the "Phoenix Lights".

What makes the accounts especially credible was they were witnessed by many people (reports say up to 10,000). Those people include doctors, pilots, military and police, air traffic controllers, etc. The lights were seen on numerous occasions but the most dramatic reports center around the night of March 13, 1997 when many reports came in from all over the city of Phoenix and the larger area of Arizona.

Very fascinating: