I caught three direct strikes to the Empire State Building lightning rod after midnight on 4/13/11 during a severe thunderstorm. I actually saw a fourth direct hit, but sadly wasn't filming at the time. I've never seen so many hits on the ESB in one night. It was ridiculous! But so much fun to watch.
Whoever said lightning doesn't strike twice was wrong. :)
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Edit: The three lightning strikes you see here were filmed during one storm that lasted for roughly 45 minutes. The strikes were spliced together for viewing purposes! And yes, they're real!