Yes, I’ve seen the Marfa lights. Bernie Zelazny and I were coming back from doing a star party for a culinary group at El Cosmico in Marfa on April 7, 2011 when we decided to stop at the Marfa lights viewing station just off of US 67/90. For the first couple of minutes (Thursday evening around 11:00 p.m. or so) we saw nothing, but then, sure enough, a slowly moving white light appeared near a small tower with red lights, providing a good point of reference for the motion. The light gradually changed brightness, sometimes brighter, sometimes dimmer, moving left to right, then disappeared. Soon, another would appear: sometimes higher, sometimes lower, usually moving to the right, but sometimes to left. My first thought: distant headlights. Sometimes, more that one could be seen at the same time.
Quickly, I ran back to my car to get the 15 x 70 binoculars and binocular mount (an Orion Paragon Plus) and set them up to view the Marfa lights, which by now were happening frequently. When viewing each Marfa light through these powerful binoculars, the first thing I noticed is that I was not able to focus! No matter how I changed the focus of the binoculars, I could do no better than to see a round amorphous blob of light.
Next, I decided to see if any of the fixed distant lights would focus. First the red tower lights. Nope, red blobs. Then a distant ranch light to the left of the light dome of Ojinaga/Presidio. Nope, a while blob. Then, another distant ranch light. Another white blob. Then some distant headlights on US 67/90 near Marfa heading toward Alpine. The headlights were too far away to resolve, and in the binoculars they, too, were an unresolvable white blob. Next I moved the binoculars up a few degrees to look at some stars. Perfect focus! Back down to the ground lights and Marfa lights: out of focus blobs!
So, it appears to me that some atmospheric phenomenon is defocusing and distorting terrestrial lights in the distance. Perhaps some sort of superior mirage. I think the most likely explanation for the Marfa lights is distant vehicle headlights.
Next steps in the investigation of this curious phenomenon: Use a micrometer eyepiece in a low-power rich-field telescope to measure the angular sizes of the Marfa light blobs, as well as the angular sizes of the blobs from identifiable terrestrial lights. Determine the distance to the terrestrial light sources in the daytime (if possible) using triangulation. Better yet, determine the great circle distance to each terrestrial light source by obtaining GPS coordinates of each of those light sources, and the Marfa lights viewing station. Even better would be to shine a mobile light source at the Marfa lights viewing station from various GPS-determined locations at different distances on an evening when the Marfa lights are visible. Determine if the size of each known light blob is a function of distance. Using this information, estimate the distance to the Marfa light sources.
Also, note whether the angular size of each Marfa light is related to its altitude above the horizon.
More ideas: Take a series of 30-second digital camera exposures over the course of an evening to determine if the Marfa lights take preferred paths. The results might support or refute the vehicle headlights hypothesis. Determine if the Marfa lights paths change from night to night or during the course of one night.
Finally, I’d suggest using the same kind of wide-field spectroscopic equipment used to obtain meteor spectra to determine the spectral characteristics of the Marfa lights. This would tell us much about their chemical composition, temperature, and origin.