It was like someone ripped a pefectly shaped whole in the night sky.My fiancee and I were returning from San Diego and had been traveling North on 85 towards Phoenix, when a bright but complete solid and opaque white diamond shape gradually appeared and then abruptly dissappeared in the sky due west of our driving position. A train was directly East of us and we had been watching it for a number of minutes because between the almost full moon above it-it was quite beautiful-and not much else to look at in the Arizona desert at night on a long drive. The reason it probably caught our attention was because it was so very very strange and large-larger then the moon is size in the sky. But what was so incomprehensible is that it appeared like someone or something had simply ripped open a whole in the dark sky leaving a huge opaque white diamond shape, then in just a few seconds-just enough to comprehend somewhat what we were looking at-it slowly but perfectly evenly from the top down disappeared! It did not fade out-nor just "turn off it's light-because it didn't glow, but more like something rolling back up perfectly. I did not write this report before-because it didn't appear to be a flying saucer or anything of the more common UFO shapes, and didn't know if it would fit here. It had perfectly straight edges-no variance in color or intensity of color and only white.It also did not appear to be 3-D. I have traveled the Arizona roads at night probably about 50 times at least and never seen anything like this. It was so incredible a thing to see-it's easier to understand the flight of unknown objects-then wrap your mind around the sky doing something like that!