Parhelion (male, yellow collar): Parhelion appear as bright, symmetrical flares around the sun, and are often more common in colder regions. They are caused by sunlight interacting with ice crystals in the atmosphere, or high altitude cirrus clouds. They are a variant of rainbow, and while the effect is subtle you can often see a reddish tinge on the sun-side, and a bluish tinge on the outer side of a parhelion. They are easiest to see when the sun is near the horizon. This is because the atmosphere is thicker closer to the earth, and the lower-angle view means that more of it is between you and the sun.
Sprite (male, blue/grey collar): These incredibly rare electrical phenomena are still not well understood. They occur very very high up, above the troposphere, when positive lightning discharges at the ground below. Unlike lightning, spites are cold plasma phenomena rather than hot electrical discharges. They are poorly understood in part because the conditions that they occur in make it difficult to see them. Sprites can only be detected with visual light, and happen far above strong thunderstorms. Thunderstorms strong enough to generate them tend to be difficult to see through. They are much more easily observed from space, but the folks at the ISS have a lot more things on their research list before sprites.
Virga (female, green collar): Virga occur when a cloud releases precipitation that evaporates (or sublimates) before it can reach the ground. This can happen in several scenarios, but they all boil down to that the air below the cloud is warmer or dryer than the air around the cloud itself. This melts snow and dries up rain, leaving nothing to fall to the ground. They appear as wispy trails from the bottom of clouds. While not an impressive meteorological effect on its own, these striking phenomena create a sudden, low altitude bolus of cold, wet air, which can seed other storms and destabilize local weather systems.
Derecho (male, purple collar): Derecho are long linear storm clusters that move rapidly across ground the ground and often for very long distances. Pronounced "deh-REY-cho" in English, and "deh-REH-cho" in Spanish, the term means "direct" or "straight ahead", and comes from derecho's characteristic of moving in straight lines across ground. Derecho often form along the advancing line of a large anvil cloud formation.
Haboob (male, brown collar): A haboob forms in the aftermath of a thunderstorm. As the storm collapses and starts to precipitate, the wind that was rushing towards the storm center then rushes down and out of the storm. When the air is dry enough to evaporate the rain before it hits the ground (known as a virga!), dry sand or fine soil at the base of the storm can get caught up in the wind and pushed along with the front. This creates a wall of dust that can be up to 100km high! Haboob can even happen on Mars. The red planet's atmosphere is very thin, but gets up to very high speeds, enough to create large dust storms that can be seen from Earth (with a good telescope).