A dust devil is a small rotating updraft, often observed in times of atmospheric turbulence. Especially common in the San Luis Valley of Colorado. They are visible in the Great Basin and eastward to El Paso, for example. They are distinct from the common dust storms of this area, because they resemble small tornados. Thus they are best viewed from a distance, at a height (say from a mountaintop). These whirlwinds are not dangerous, but it is inconvenient to get caught in one.
Dust devils have also been seen in satellite photographs of Mars.