A simple artificial lightning producing device. Two conductive rails are connected to a high voltage power source and arranged in a tall V configuration. What will happen is an arc will strike at the point of minimum distance between the conductors. Since the arc heats up the air around it, this air will rise and carry the arc up the V until the distance is too great for the arc to be maintained. At this point, the arc will break off and the process will repeat itself.

Jacob's ladders are pretty impressive for their simplicity. They can usually be constructed out of an old pole pig wired backwards with proper current limiting on the secondary windings.