The willy-willy is not an uncommon sight in the Outback in hot dry weather in fairly flat areas without much ground cover.
Hot air near the ground rises quickly through a pocket of cooler, low-pressure air, and sucks up dust with it, forming a swirling column maybe a couple of metres wide and ten to 50 metres tall. Often it is moving across country at the same time. Willy-willies occur in many parts of the world, and in the US are known as “dust devils”.
Space probes have even photographed willy-willies on the surface of Mars!