Yesterday Phoenix Arizona experienced a "haboob", a big dust storm associated with the monsoon season in the American southwest.
Here is a nice video of the storm at it hits the south end of Phoenix and envelops the airport:
Here is a video from The Weather Channel with pictures but also with some expert analysis to explain the phenomenon:
The monsoon season hits Arizona in early July when the heat has built up enough to allow the colder air from the ocean off to the southwest to pour in and create thunderstorms. It makes for exciting heavy rainstorms and spectacular lightning shows.