This is what we found on Wikipedia regarding the Aurora:

An aurora (pl. aurorae or auroras), also commonly known as the northern lights (aurora borealis) or southern lights (aurora australis), is a natural light display in Earth's sky, predominantly seen in high-latitude regions (around the Arctic and Antarctic). Auroras display dynamic patterns of brilliant lights that appear as curtains, rays, spirals, or dynamic flickers covering the entire sky.

Auroras are the result of disturbances in the Earth's magnetosphere caused by the solar wind. Major disturbances result from enhancements in the speed of the solar wind from coronal holes and coronal mass ejections. These disturbances alter the trajectories of charged particles in the magnetospheric plasma. These particles, mainly electrons and protons, precipitate into the upper atmosphere (thermosphere/exosphere). The resulting ionization and excitation of atmospheric constituents emit light of varying colour and complexity. The form of the aurora, occurring within bands around both polar regions, is also dependent on the amount of acceleration imparted to the precipitating particles.

Most of the planets in the Solar System, some natural satellites, brown dwarfs, and even comets also host auroras.