Many lights, changing color and blinking randomly, merging and dividing, flying randomly and also in formation, in Ajo, AZ on 9/16/09.My friend Lisa and I are currently on a road trip from Pittsburgh, PA to Las Vegas, NV and back. Last night, at around 6pm. mountain standard time, September 16th, 2009, we arrived at Organ Pipe Cactus National Monument which is roughly 25 miles South of Ajo, Arizona, and roughly 5 miles North of the Mexican Border. We set up camp and cooked dinner, and at around 7:30 pm, I whitnessed a reddish/amber light blinking twice in the sky just over the horizon in a Southeastrn direction. It then disappeared, and then several white lights started blinking in the E/SE direction of the sky. I would say Probably 3 different lights blinking randomly. Lisa did not see this with me. A few hours passed, we went into the tent to go to sleep. The tent has a mesh top so that you can see the stars. At around 9:00 pm, Lisa and I heard a very loud sound, kind of like a jet engine, that ended abruptly. We decided to look in the sky at the area where the sound was coming fr! om, East. I saw another red/amber light moving slowly from East to Southeast, it then disappeared and 3 or 4 more objects started blinking randomly, on no set pattern. They then slowly dissapeared and we stopped watching. About 15 minutes later, we decided to look East again and we saw the flashing lights again. This time, there were 4 lights. They all were flying different directions at first, but then then formed into two pairs in formation and flew from East to Southeast. We heard brief sounds of engines. Then, it looked liked 2 of them were about to crash, they then merged into one orb of white light. Then, they all started blinking and some of them turned off completely while others stayed on, and others turned off completely. Then, all four started blinking frequently but randomly, and all of a sudden, there were six lights blinking in the sky. For the next few minutes, they all spread out then slowly disappeared at different times. At times we could clearl! y see that they were flying over Mexico, as we could see Mexic! an citie s and border crossings South of us and the objects were definitely over these towns and farther away. That particular sighting was about 9:15 - 9:30/9:45. We saw no other activity that night.