While waiting for sunset, we also took a drive out of town to the southwest toward Mexico. It started as a nice paved road, but after an hour or so the pavement disappeared. A bit later, we started meandering down the side of a mountain, on loose shale, only one lane wide and nowhere to turn around. The views were amazing, but it seemed that was a clear sign that it was time to turn back.
They're car headlights, which are indeed a real thing.
I'm aware that there's widespread support for the idea that there's some odd atmospheric effect with refraction or something, that displaces the apparent location of real headlights. But even granting that, it doesn't change that it's a pretty weird thing.
The ambience there fits Marfa perfectly.