Fulgurites are natural hollow glass tubes formed when quartzose sand, silica, or soil is struck by lightening.
The Winchesters and Bobby obtain a binding spell from Crowley and use it to bind Death. One of the ingredients of the spell is "an act of God crystallized forever" which Bobby deduces is fulgurite which is formed when lightning (as Act of God) fuses the silica in sand. Sam, Dean and Bobby drive to the home of Dr. and Mrs. Weiss, a wealthy couple who recently bought a large piece of fulgurite at an auction. They get the fulgurite and mash it up, allowing them to summon and bind Death.
After extensive research in the Bunker, Dean finds a diary from a Greek hunter named Drakopoulos that detailed a method of trapping and potentially killing Zeus, one which involves the bone of his followers, and frozen energy from the hand of Zeus, which he assumes means fulgurite, and a stake made from a tree struck by lightning. Hayley tells Dean that fulgurite is found in many New Age shops where it is used in jewelry. They buy one and cast the spell, summoning and trapping Zeus.
Fulgurite in Lore
In some New Age spiritual practices, fulgurite is said to enhance the power of prayer, and connections to angels (Source).