As we were walking from our RV to the house I noticed a bright light. I thought it was a shooting star at first, as it was a perfect fall night for watching the stars. Then it registered there was no tail behind it, and not a cloud in sight.I then noticed that it was moving away from us and there was no beam off the light. The light then started moving in a zig zag motion. We sat there watching it and it had stopped moving and just sat there. Then it was gone.It didn't fade off into the distance as an air plane would. It didn't move towards the ground as a helicopter. It just simply was gone. A light 5 times as bright as any star around it, just gone.We sat there and discussed it, as we waited for it to appear. We then started pointing out 3 planes coming to us from the direction it disappeared. We were baffled.