I suddenly remembered what was my surreal story, perfect for rationalist creepiness :)

It was I think 1999 or so, and one afternoon it began to rain strange, white filaments from the clear sky. It seemed like cobweb, only that they were a lot thicker and the threads were about two feet long. I was in a large parking lot of a supermarket, and the rain covered it completely. It went on for some minutes, and I was utterly amazed: the strangest thing though was that nobody paid attention to the strands rain. I was running around trying to collect sample of that substance, but as soon as you touched it, it shrinked to almost nothing. A fistful of that sticky thing, if kept in one hand, would reduce to almost a black grain of sand.
I finally managed to collect a sample by wrapping the substance around a thick pen. I kept it in the fridge for about a week, unchanged. But I didn't know anyone who could perform an analysis, so in the end I threw it away.
I still don't have any explanation for the phoenomenon, it has never happened before and I've never witnessed it after.