The northern lights are an intriguing phenomenon sometimes visible in the night sky. Also known as the aurorae, these displays are caused by particles crashing into the Earth's atmosphere, making it glow. The brightest aurorae happen during storms in near-Earth space, and can be traced back to bursts of activity on the Sun. Aurorae have also been detected at the giant planets Jupiter and Saturn, but images reveal that they don't behave in the same way as at Earth. In this talk we will investigate what causes the extra-terrestrial aurora, how we can observe them, and why they are different from those we see on Earth.