Jupiter's moon Io has aurora - but they aren't Northern Lights. The image of Io on the left was taken by the Galileo spacecraft in May 1998 while the moon was in Jupiter's shadow during an eclipse. Energetic radiation particles from Jupiter's magnetosphere collide with gases in Io's thin atmosphere, causing the gases to glow in various colors. The brightest glow is near Io's equator, unlike the polar aurora we have on Earth. The image on the right shows Io under normal lighting for comparison; north is to the top in both images.
Images courtesy of NASA/JPL/University of Arizona.