Sahih al-Bukhari, Volume 1, Book 8, Number 454:

Narrated Anas bin Malik:

Two of the companions of the Prophet departed from him on a dark night and were led by two lights like lamps (going in front of them from Allah as a miracle) lighting the way in front of them, and when they parted, each of them was accompanied by one of these lights till he reached their (respective) houses.