When small whirlwinds or vortexes of air occur, you sometimes get the chance to experience what are known as dust devils. These are essentially tornado-looking structures that capture dust within the swirl of wind to give it its intimidating appearance.
On the other hand, these kinds of things don't just happen on Earth. NASA's Curiosity Rover recently had the opportunity to observe and capture a dust devil happening on the Martian surface, which means even the red planet is capable of producing these kinds of structures.
Curiosity captured several dust devils, which are shown in the video, with its Navigation Camera during routine explorations of Gale Crater throughout the Summer season on Mars. That said, the footage is very recent.
NASA commented saying that as the Sun heats up the Martian surface, risings of air can cause dust to get kicked up from the planet's surface, which is what you see when the dust devils appear.
Since dust devils are actively happening on Mars, this means that other things besides space rocks are actively shaping the red planet's surface as we speak.