I have come across a video of the tornado that wasn't over Cheyenne earlier this week. I'll try to explain.

You'll notice the video above is labeled "Tornado 6-3-19 Cheyenne Wyoming". The only problem is it isn't a tornado although it admittedly looks like one.

This is a great example of a cold air funnel. Meteorologist Jeff Haby on The Weather Prediction gives a good description of what a cold air funnel is:

A cold air funnel is a high based weak circulation that occurs in a cool air mass. By high based it is meant it develops well above the earth's surface. Since it is high based and weak they rarely impact the earth's surface although they can look threatening.

As Wikipedia points out, cold air funnels can touch down and become tornadoes although they tend to be rather weak.

I also appreciated the dad in this video was doing his best to explain to his toddler what they were seeing. Some of his weather "terms" were quite entertaining. Leave it to a Wyoming dad to come up with the most original weather explanations.