Below is a photo taken in Ontario, Canada of a sun column. This striking effect is caused when high level air is cold enough to form flat, six sided crystals. As the crystals fall out of the cloud, they tend to flutter down flat, and when this happens as the sun sets or rises, you can get this interesting and unusual effect.
Oddly, on July 31st, here in central California, we observed something quite similar during sunset. Naturally the air was not cold in mid summer, except right at cloud level, so the ice crystals melted as soon as they got much below that, but they still formed a column of sorts in the cloud deck. While not as amazing as the one observed in Canada, it was still quite beautiful, and it lasted here until the sunlight went completely away.