Presenting the money shot: during a massive storm in Dubai the other day, photographer Michael Shainblum captured lightning zapping Burj Khalifa, aka the tallest building in the world.
Shainblum got lucky. First of all, he was at the right place at the right time. Second of all, one of the pair of cameras he had set up was soaked by the rain, but he was still able to grab this gorgeous photo with the other. Slate's Phil Plait explains exactly what kind of lightning you're looking at:
[Most] of the fainter trails are not actually lightning bolts, but upward streamers. Lightning moves downward from a cloud through a series of "step leaders", short strokes of ionised gas. When a leader nears the surface, the ground reacts by sending up a short streamer. If the two connect, BANG! Leaders and streamers are much weaker than the actual lightning stroke, so I suspect that's what we're seeing, especially since so many of the zig-zagged streamers are connected to the ground but not the cloud.