  We report the discovery, with NASA's Rossi X-ray Timing Explorer (RXTE), of
the first sub-millisecond oscillation found in a celestial X-ray source. The
quasi-periodic oscillations (QPO) come from Sco X-1 and have a frequency of
approximately 1100 Hz, amplitudes of 0.6-1.2% (rms) and are relatively
coherent, with Q up to ~10^2. The frequency of the QPO increases with accretion
rate, rising from 1050 to 1130 Hz when the source moves from top to bottom
along the normal branch in the X-ray color-color diagram, and shows a strong,
approximately linear correlation with the frequency of the well-known 6-20 Hz
normal/flaring branch QPO. We also report the discovery of QPO with a frequency
near 800 Hz that occurs, simultaneously with the 1100 Hz QPO, in the upper
normal branch. We discuss several possible interpretations, one involving a
millisecond X-ray pulsar whose pulses we see reflected off accretion-flow
inhomogeneities. Finally, we report the discovery of ~45 Hz QPO, most prominent
in the middle of the normal branch, which might be magnetospheric
beat-frequency QPO.
