Musnad Abu Ya'la al-Mawsili 115:166

Abu Musa narrated to us, Mu'adh ibn Hisham narrated to us, my father narrated to me, from Qatadah, Anas ibn Malik narrated to us that two men left from the presence of the Prophet of Allah, may Allah bless him and grant him peace, on a dark night. And with them were two things like two lamps, illuminating [the path] in front of them. He said: When they parted ways, one of them was with each of them until he reached his family.