Whether you call it a dust devil or a willy-willy (as they do in Australia) check out this wild video (which may or may not be real) that supposedly includes a guy's selfie with one in the Outback, down under.
Just listening to the guy's thick Aussie accent as he first chases, then is chased by, the dust devil is fun enough. There is some salty language in the video (I think) though it's hard to hear due to the yelling and his accent.
If it's fake, we at least have to admire its production values. And it also allowed me to use the term willy-willy.
A dust devil is "a small but vigorous whirlwind, usually of short duration, rendered visible by dust, sand, and debris picked up from the ground," according to the Glossary of Meteorology. Though they usually are harmless, they have caused damage and at least one death in the past.