Creepiest Places in West Texas — The Marfa Lights
"Ghost Lights" or "Will-o'-the-Wisps" are phenomena that exist in various places around the world. Some of the most famous are just down the road a spell in Marfa which is about 200 miles from El Paso and about 200 from Odessa. If you're the type of person who prefers the "mystery" part of "mystery lights" then you absolutely don't want to listen to this podcast because it gives a pretty convincing, albeit less spooky, explanation of what they are. Instead, you might want to check out the following video that will show you what people are seeing in Marfa.
If you decide to make the trip down to Marfa they have an official viewing area for the lights but for reasons I won't go into the lights don't appear every night (again, if you want to maintain the mystery don't click on that link in that previous paragraph.)
Oh, and if you AREN'T interested in "ghost lights" you should still visit Marfa because it's one of the quirkiest little towns in America. It's got about as many artists as it does farmers and ranchers which just creates a very odd, charming mix of rural/urban/artsy-fartsy/Texo-bohemianism. And it's got mystery lights.