We were attempting to go climbing out in a place near Sells, Arizona. My partner saw something strange in the rear view mirror, but he thought it was a trick of the light. As we were driving we suddenly noticed jets in the sky that were flying with their afterburner, they seemed to be "freaking out" and were not flying in normal formation. Suddenly, a giant orange orb appeared in the sky far away from the jets. It split and divided in a straight line upwards. Only a couple of seconds later another orb appeared in the sky to the south and this split into 3 more orbs making a horizontal line. At this point we got out our cell phones and began recording - you can see us running through the gas station parking lot. The jets were chasing this object all over the sky, and as soon they would get to where it had been it would appear in a totally different direction. A one point a black helicopter joined the fight. We observed the object splitting a few more times, until it finally went away. It's a rather long video, but the footage is pretty amazing!