It is a well known theory that lightning causes fulgarites but an open access paper at http://dx.doi.org/10.1130/G36255.1 … for the Geological Society of America, claims volcanic lightning can also produce glass from volcanic ash.
At http://phys.org/print344596072.html … some nice close up images of the surface of Comet Churyumov-Gerasimenko taken on the 14th February.