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!
Bobby Dazzler's Blog 
Great photo, Rob! We call them “dust devils” over here. Mainly see them in late summer after the grass seed farmers have harvested their crop, tilled and pulverized the soil with impressively large machines. Blue sky takes on a tan hue until the autumn rain wash it clean.
Reblogged this on Waltzing Australia and commented:
I saw a fair number of these when crossing the Outback in hot weather — but I never got a photo. Pleased to have the opportunity to share what a willy-willy looks like with those who may not have seen one before.