Volcanic Lightning
Did we say three types of lightning including sprites? Ok make that three, including sprites and this most rare of phenomenon, volcanic lightning. Also known as a Dirty Thunderstorm, it is caused by rock fragments, ash and ice particles from the volcanic plume colliding together to generate a thunderstorm.
As you can see from this amazing image, it creates quite a spectacular light show. Although, make sure you are a safe distance away as, well, volcanoes are not exactly friendly to humans.