NGC 2264 Cone Nebula
This image shows a collection of related objects. At the bottom is NGC2264, the Cone Nebula, a dark nebula of cold molecular hydrogen and dust which obscures the light from the emission nebula behind.
Above this is the star cluster known as the Christmas Tree Cluster; it is upside-down in this image but its general shape can be seen.
To the right of the central bright star, which is the trunk of the tree, in a region of nebulosity called the Fox-Fur Nebula. With a good imagination it's possible to see the face of a fox here, looking towards the lower-left.
All of these objects are about 2700 light-years away.
Where it is in the sky:
This collection of objects is in the constellation of Monoceros, the Unicorn. While this constellation lacks bright stars, it has no shortage of interesting "deep-sky" objects. This one is located to the north of the constellation, close to the border with Gemini. It is a bit north of halfway point on the line between Betelgeuse and Procyon.