Ball Lightning
Ball lightning sounds like it should be in an X-Men comic, and truthfully, it probably has before. However, it's also a very uncommon and improbable phenomena that actually happens. This type of lightning has a spherical appearance, as the name would imply. It only lasts for a few seconds, and there doesn't seem to be a means to artificially duplicate it or foresee where it would appear.
The fact that so many people do not believe in it and that there is little scientific investigation on the subject is largely due to this. The spheres are claimed to even pass through walls; they crackle and have a tendency to float gently in place. They are tiny. One was characterized as being grapefruit-sized and blindingly white. The balls get larger before exploding, which is frequently followed by a loud thunderclap. It's unclear how or why they develop.