The possible existence of a finite formation time of strongly interacting plasma in nuclear collisions at RHIC is demonstrated from recent experimental data. To show this, we use a simple model based on Monte Carlo simulation of nucleus-nucleus collisions with realistic nuclear density distribution. The most striking feature of the experimental data—an absence of absorption of high transverse momentum pions in the reaction plane direction for mid-peripheral collisions—points to the presence of a surface zone with no absorption and strong suppression in the inner core. A natural interpretation of such a zone could be the plasma formation time T ~ 2–3 fm/c. The existence of a formation time could dramatically change our understanding of many experimentally observed features. With this assumption, we describe the angular anisotropy of high transverse momentum pions with respect to the reaction plane and the centrality dependence of the nuclear modification factor in Au + Au and Cu + Cu collisions.