We see those all the time on the plains. They're called dirt devils here since they typically occur in farmers fields and toss a lot of dirt into the air.

Due to the high winds we have around here, we'd never set up canopies like that without some heavy duty anchors. The little 6 inch long stakes that come with those canopies are worthless. For the smaller canopies we'll use numerous stakes 12+ inches long. For the larger canopies, they're usually anchored down with heavy concrete blocks.