This happened again in our home today.
He read a book about tornadoes, (which both fascinated and frightened him) and in the back it had instructions for how to make your own mini-tornado in a bottle. Of course, he ran down to the basement and riffled through the recycling immediately to get the required materials.
It was quick and easy, and he loved it. So I thought I'd pass it on.
-two 1L (or larger) plastic bottles. Clear is best so you can see
-food colouring (optional)
Fill one bottle about half-way with water, add food colouring if you want. Tape the other bottle to the first so that the spouts line up. Use lots of tape to make it strong. Tip the bottles upside down and swirl them in a counter-clockwise motion for a second or two. Then stop and watch the tornado funnel appear inside the bottle.
You may want to do this outside, just in case you have a leak!