When lightning strikes sandy ground, the sand is molten to form a hollow tube
called a fulgurite. I always wanted to find one, but as you can imagine, chances
are very low.
But wait a minute - I can make my own lightning! Well, I don't have a surge
generator able to produce voltage and energy suitable for melting sand, but
using my 4 MOT power supply I can draw a hot arc...
So I connected a steel plate to one terminal of the power supply, put it into
a plastic bucket and buried it with silica sand. Then I attached a long brass
rod to a plastic tube (so I could safely hold it), and connected it to the other
terminal of the power supply. This way I was able to draw and arc under sand.
The results look like this:

On the pictures below you can see that the tubes are actually hollow. They're also not as fragile as they look, these fulgurites are at least as stable as "normal" glas tubes.

The grain size seems to be crucial. I've experimented with two types of silica sand bought at a hardware store, cheap one and more expensive one. Both are labeled with "grain size 0.1-0.5mm", but the cheap one seems to have a higher percentage of bigger grains. Of course the cheap one didn't work :-( The result can be seen on the picture below - no tube but a solid rod. The high voltage doesn't form an arc but the molten sand itself acts as a conductor.

The very interesting below piece was produced when I accidentally burned the bucket with the arc. The dark stuff looks metallic, but I'm not quite sure about it's chemical composure. My best guess is silicon carbide. On the other hand my attempt to produce silicon carbide using a mixture of silica sand and pulverized charcoal only resulted in a white fulgurite as seen above and a huge mess!