This is what happened to my grandmother about 5 years ago, and I didn't see it myself, but here goes:
This was when I was staying with her once. Being a light sleeper that she is, she constantly wakes up during the night to go to the bathroom. The area where she lives is near a park and so it is very quiet, especially during the night. Anyways, when going back to bed, she was walking towards the window (as the bed was right next to it) and she noticed a light (usually it is very dark outside, no lights or anything). It was like a huge beam of light coming from the ground up to the sky. My grandma is more of a skeptic and doesn't really believe in ghosts, but that light kept her thinking.
In the morning we went to investigate. We found nothing that could have caused it, no sources of light and it couldn't have been a helicopter since everything was still and quiet. My grandma said that she thought that it could have been a beam of souls of people who died.
A few days later (she didn't tell this story to anyone except me) we found out that quite a few other people from other suburbs had seen the light too and didn't have any rational explanation for it.
We have no idea what it was or what caused it and if anyone had a similar experience please let me know. Contact me here: firstname.lastname@example.org