That must have been what the neighbors were wondering.
I found myself outside, after dark, initially pointing my finger and "fake" yelling at a light as my son watched from his window upstairs. My husband went through this routine too. After several weeks of my son being frightened at night and several attempts at trying to figure out what he's scared of (which sometimes shifts around to different things) I think we may have made headway. At least I hope we did.
After my son initially said it was the neighbors' light that scared him, he then said, "the little guy". My husband and I looked at each other on the dark street and instantly knew what he was scared of. At Halloween, one of our neighbors had a little "scary guy" that lit up and moved suddenly on their porch. When this happened, I overcame my surprise and acted like it was funny and touched the character and tried to show my son it was nothing to be afraid of. He looked at me puzzled but nothing more had come of it at that time.
Tonight, as my son said he was scared of the little guy, both my husband and I told him he wasn't there- he was from Halloween and there is nothing scary now, it's going to be Christmas and we are going to celebrate Christmas, there's nothing scary on the porch. My son, unconvinced, wanted me to show him. So I walked to the end of our street and down to the house at the end of the next street, in my pajamas on a cold night. Thankfully the people had their porch well lit (I thought it would be more than weird, but bordering on creepy if I walked up their steps in my pajamas in the darkness of the night). I showed my son that the porch was empty. He felt marginally better. Now apparently, he's scared of something else. But he can't say his parents aren't dedicated to helping him, where they can, to face his fears.