Somehow I missed ever learning about this awesome phenomenon. Eanah, you love astronomy stuff; did you know about it?
I stumbled upon it trying to learn just what a "moondog" is-- same thing as a sundog, it turns out, but with the moon. The moon is much fainter than the sun so moondogs are even rarer, but the best chance to see one is when the moon is full, especially when it's at its perigee, its closest approach to Earth. This weekend we'll have a perigee full moon.
Though I've never seen nor heard of moondogs and sundogs, I have personally seen a very nice clear supernumerary rainbow.