No? Neither had I.

But in Edinburgh yesterday they got it! Basically it was a thunderstorm but because it was so cold there was snow instead of rain. The descriptions were that the lightening was brighter then normal (the whiteness of the snow made the light reflect more brilliantly). The thunder sounded like an explosion (muffled by the snow and clouds). Some people even rang the emergency services. Apparently its a rare phenomena but not unknown.