Out on Mitchell Flat east of Marfa, glowing orbs have been reported splitting, merging and drifting since the 1880s, long before headlights existed to blame. Science leans toward atmospheric refraction; the desert leans toward keeping its mouth shut. There is an official viewing platform, and the show costs nothing.
Mitchell Flat, US 90 east of Marfa (Presidio County, TX)
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Other places on the map within a couple of hours.