I had a similar experience in Southern California less than a year ago. I didn't believe the UFO stories then and I still don't. But I cannot explain what I saw:
The dog needed to pee so out to the backyard we went. It was about 11 p.m. Looking west towards the mountain range I saw two very bright lights, at about the same altitude. Had I seen one, I'd have imagined it was one of the planets. It was bigger than a star. Since there were two, I assumed they must be airplanes. I got preoccupied talking to the dog (dog owners will understand). A few minutes later I checked their position and one of the "aircraft" was gone! Just disappeared, within the space of a minute or so. It seemed odd. I watched the other one closely and it appeared to be moving in my direction, but slowly. It appeared to be in a different position in the sky than it was before.
The dog finished her business and I escorted her to the back door. Then I went back outside to check on my "UFO." It had moved a great distance and was now nearly overhead at great height. I could not distinguish any features. It was just a bright light. I was still thinking it was some sort of airplane. Then a very weird thing happened. I heard a noise that sounded like nothing I can really put my finger on but it reminded me of a large commercial truck going up the exit ramp to the freeway - like it was pulling much weight in low gear at high rpm's. And with that sound, it veered off to the left and took off like a shot and quickly disappeared over the horizon.
I wasn't drinking. I was astounded. This is the first I have mentioned it to anyone but my immediate family. I went in and watched the TV news and scoured the newspaper for the next few days. No mention of it. I chalked it up to one of life's mysteries.
[There are more things in Heaven and Earth, Horatio, than are dreamt of in your philosophies" --attributed to William Shakespeare]