A dust devil formed in Brooklyn's McCarren Park this past weekend, and people at the park reacted the exact same way that people in Alabama react to snow: they went crazy.
The dust devil is remarkably well formed. Dust devils form when intense sunshine heats up patch of land more than the area around it, which heats a shallow pocket of air just above the surface. If this air begins rising quickly and light winds are present, the column of air can start rotating. As the rotating column of rising air stretches out and narrows, the air starts rotating rapidly, creating the dust devil. Depending on how much dust and dirt the dust devil kicks up, some look pitiful while others (like the one in the video) look impressive.
Dust devils are most common where ample amounts of sand and dirt are found, such as the desert, baseball/softball diamonds like the one seen in the video, parking lots, or school playgrounds with large patches of blacktop or gravel.
Most dust devils have weak winds, but the strongest ones can reach wind speeds equivalent to those found in an EF-0 tornado. These stronger dust devils can cause minor damage and present the potential for injury for those caught in the path.
Take the annoying video man's advice: don't run into one if one ever forms near you. I've been in a dust devil (unwillingly). It's not as fun as it looks.