I haven't tried holding a lamp under high voltage power lines, but I was able to get a fluorescent lamp to flicker and glow a little by holding on to it, and dragging my feet on the carpet.It would have to be a dark room of course and conditions would have to be right for alot of static electricity.
I did the same with a neon lamp. I dragged my feet on carpet and asked my brother to touch the other lead of the lamp. Yeah it flashed once.