I have created a visualforce page that uses lightning out to display a lightning app. It works fine when viewed using the preview button in the developer console, however I am trying to display the page via an external site. Is there something I am missing or does lightning out not support sites at the moment?
As part of spring 17 Lightning components can be added to unauthenticated sites using lightning out. below is the link
"Add the 'ltng:allowGuestAccess' interface to your Lightning Out dependency app to make it available to users without requiring them to authenticate with Salesforce." Technical implementation details are mentioned in the above link.
As per current Lightning framework status, Lightning apps are not supported on Force.com sites (Unauthenticated users).
Copying this text from one of another articles "The lightning components cannot be exposed on the web and invoked as a anonymous user. You still need to use Vf pages for this scenario."