Soyuz struck by lightning on the way up.

Planes are struck by lightening all the time, it's pretty harmless.

Apollo 12 was hit by lightning TWICE on the way up. The first strike, at 36 seconds after lift-off, knocked out all three fuel cell systems along with much of the Command Module instrumentation and avionics. The second strike, at 52 seconds after lift-off, knocked out the navigational platform and garbled the telemetry that was being relayed down to mission control.

The rocket continued to fly correctly, headed in the proper direction at the proper speed, so they just rode it out and fixed the problems after staging.

The Juno Jupiter probe has taken some cool shots of lightning on Jupiter:

Lightning only happens in places with an atmosphere, the why is something better searched on Google, so no lightning on Mercury, Venus, Mars the outer planets are too far away for sunlight to turn methane and other stuff into vapours so probably not

Physics — always struggled with it

In short, no atmosphere= no lightning

Really cold=no lightning