Fulgurites are most frequently found in sandy soil. The heat of the lightning melts and fuses the soil, creating a glass-lined branching tube in the shape of the lightning's path. Many of the delicate branches might be damaged or lost when unearthing a fulgurite. Supposedly, "man-made" fulgurites can be created using sandy soil, a length of rebar, and an approaching thunderstorm, but there are many cautions to consider before attempting such an experiment.
Etymology: from Latin fulgur, lightning. The earliest reference I've seen is from 1711 and mentions fulgurites found in Silesia (a historical region mostly in Poland). Karl Gustav Fiedler is given credit for more detailed studies in the early 1800s.