We were traveling North West on Hwy 70 from Lordsburg, NM, to Duncan, AZ, when my boyfriend and I both noticed a bright orange light in the sky over Safford, AZ if I had to guess. I was about to comment how bright it was when a 2nd light appeared next to it on the left. The first one disappeared and came back. The second one blinked a few times while a 3rd one appeared miles away to the right. Finally they all disappeared all at once. They stayed stationary the whole time and were too big to be planes. All were orange and the same size. The sky was really clear in the direction of the lights.