Light pillars on a cold night on January 4, 2011 in Jackson, WY.

From Wikipedia:
"Columns of light apparently beaming directly upwards from unshielded lights are sometimes visible during very cold weather. Plate shaped ice crystals, normally only present in high clouds, float in the air close to the ground and their horizontal facets reflect light back downwards.

The pillars are not physically over the lights or anywhere else in space for that matter ~ like all halos they are purely the collected light beams from all the millions of crystals which just happen to be reflecting light towards your eyes or camera.

Artificial light pillars can be much taller than their natural counterparts because rays from the lights are not parallel and plate crystals with small tilts can still reflect them downwards. The crystals producing the pillars are roughly halfway between you and the lights.

When ice crystals float in the air around you, pillars (and other halos) can even be seen around streetlights a few metres away."

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