I once saw one in the forrest with my mom in 2007. It looked like an actual triangle. We contacted an expert and they couldn't find a "natural" explanation.
I've seen all kinds of weird things over the years. Odd shapes; lights; flashes in the night sky. In different parts of the country too. I usually put it down to odd tricks of the light; how tired i am; how much i would like to spot something unusual without hearing the 'It's a weather balloon' explanation.