There are some neat videos circulating of birds flying in tight formation, forming little "bird tornadoes". Very cool stuff.
I have no such things, but I did get an ok picture of a bug vortex we saw once, on the way to Whitewater Lake. Taken May of 2007, a dry year!
I hope you can see the vortex, it's straight ahead. Try clicking for the BIG photo!
I don't know what the little bug (gers) are, sorry!