If you don’t have a ready source of high voltage, here’s an easy way to build one from the aptly-named [HVZapp]. The parts list is pretty simple to acquire, except for the transformer. For that, [HVZapp] raided a broken arc lighter. It took us a minute to realize that the MOSFETs are in parallel. The hand-drawn schematic shows a little “jump” from the drain lead to the source lead, but if you aren’t careful, it looks like the FETs are shorted out, which — of course — they aren’t.
The original arc lighter, of course, did a fine job of creating high voltage, although perhaps not as much as this circuit. Also, it would turn off every 10 seconds, which isn’t very useful if you want to use it as a power supply.
If you aren’t sure what to do with a high voltage, supply, there’s an associated quick and dirty Jacob’s Ladder in the video below. If you want your high voltage in a more natural way, consider harnessing lightning. There are many ways to generate high voltages.