Pre-dawn launches provide some of the most dramatic rocket footage. This video is from an October 2nd Atlas V launch, and the really fun stuff starts at about 0:34. As the rocket climbs to higher altitudes, the atmospheric pressure around it decreases. As a result of this low pressure, the rocket’s exhaust gases balloon outward in a giant plume many times larger than the rocket. This happens in every launch, but it’s visible here because the rocket is at such a high altitude that its exhaust is being lit by sunlight while the observers on the ground are still in the dark. The ice crystals in the exhaust–much of the rocket’s exhaust is water vapor–reflect sunlight down to the earth. Around 0:47, a cascade of shock waves ripples through the plume just before the first-stage’s main engine cuts off. Once the engine stops firing, there’s no more exhaust and the plume ends. (Video credit: Tampa Bay Fox 13 News; submitted by Kyle C)

On the west coast we get these sometimes when they do an evening launch from Vandenberg. That's what you saw earlier tonight. It’s pretty awesome.

ETA: Oops, nope, it was a launch of a Trident missile from a US Navy submarine off the coast.