In quantum mechanics, we can treat light (actually any fundamental particle) as both wave and particle. This concept is called wave-particle duality and though in many experiments we have shown that this is true and light behaves as a particle under certain circumstances (for example double slit experiment) and as a wave under others (photoelectric effect), there was never an experiment showing that it behaves as both at the same time.
A recent study detailed in this paper by EPFL group, made it clear that both natures of light can be observed simultaneously. The idea was to confine light with a specific wavelength in a tube, so that we could see standing waves. At the same time, a stream of electrons would be shot perpendicularly to the tube and we would be able to measure the change in energy after the stream passes the tube.
Result is shown to the right. Vertical axis shows standing waves - wave nature of light, while the horizontal axis shows that observed changes in energies were near multiples of hν (energy of a photon), so electrons are always hitting integer number of photons - particle nature of light. A direct result like this could possibly be a candidate for a Nobel price.
Below, you can find a nice animation explaining the study, done by scientists from EPFL: