Auroral light occurs on planets and moons that have both a magnetic field (or 'magnetosphere') and an atmosphere (the gaseous mass surrounding a celestial body and retained by its gravitational force). Venus, Mars, and Earth's moon lack their own magnetic fields; Mercury and Earth's moon have no atmosphere and so auroral light is not produced in any of these. Auroras have been observed on Earth (the Northern Lights and the Southern Lights at the geomagnetic North and South Poles, respectively), Saturn, Titan, Triton, Jupiter, Io – Jupiter's moon (only when its active volcanoes erupt, producing a temporary atmosphere), Uranus, and Neptune.
During large solar explosions and solar flares, plasma clouds containing solar ionized particles are ejected from the sun and travel deep into space with speeds of up to 1000 km/s (that's s for second!). When they encounter Earth's magnetosphere the particles are captured and guided towards its two magnetic poles. Auroral light results from the collision of these charged solar particles such as electrons in the magnetosphere with atoms in the earth's atmospheric gases, which in fact shield the Earth from these deadly particles. The gain in energy to the atoms causes them to emit photons and fluoresce, creating this stunning celestial phenomenon.
A movie of the auroral ovals – the locations of the greatest intensity of auroras on earth, and much more information on auroras may be found on Nordlys Northern Lights website.