Tornadoes are easily confused with regular air funnels.  There exists some air funnels that are very similar but distinct from tornadoes.

The water devil is the sea companion of the tornado picking up water rather than dust into its vortex.  They are considered weak tornadoes, although are still a danger to ships.  They are common in the gulf coast, but are still rare overall.

Dust devils and whirlwinds of fire are small scale air funnels with only minor distinctions.   Dust devils generally form over planes in the desert, looking like a wandering sand wall.  Whirlwinds of fire, however, are slightly more interesting.  They form in very hot areas and pick dry debris which can ignite.  They do not last long, but are quite literally a spinning column of fire.  A key difference between these land "devils" and tornadoes is their lack of forming from clouds.