The first time I ever saw one of these coming at me, my first thought was to a Steven King novel (the Mist). I had a moment where I honestly thought to myself, "I wonder if, five minutes from now, I am going to regret not jumping in my car and driving like hell to stay ahead of this thing." More here
Basically an enormous dirt tsunami once inside of it things are not as bad as they look, with it being like a medium-dense brown fog. Of course, absolutely everything one owns outside or with the smallest non-airtight seal to the outside has to be hosed off afterwards.