It has been one of my photographic goals, and I did capture one in early morning hours earlier on in the year. The thing with this natural phenomenon is that, you either see plenty of flashes hidden behind clouds like this:
Or like this:
Else, the shutter could close before the lightning strikes. You could be at the wrong place. It could be obscured by a building. Or you simply do not have your camera with you. Well it kind of boils down to some dumb luck.