Here's a shot from the High Resolution Imaging Science Experiment (HiRISE) camera on Nasa's Mars Reconnaissance Orbiter. As you can clearly see, it's some sort of alien life form, probably the Martian equivalent to the black smoke from LOST. Per NASA trying sweep it under the rug per usual:
A westerly breeze partway up the height of the dust devil produced a delicate arc in the plume. The image was taken during the time of Martian year when the planet is farthest from the sun. Just as on Earth, winds on Mars are powered by solar heating. Exposure to the sun's rays declines during this season, yet even now, dust devils act relentlessly to clean the surface of freshly deposited dust, a little at a time.
A dust devil -- that's the best you could come up with? I'm not buying it! "You're not buying anything, GW -- you're broke." I...have been reduced to stealing my roommate's food and blaming it on rats.
A Ghostly Snake on Mars [gizmodo]
Thanks to Charles and Mr. Fancy, who're convinced it's a see-thru version of a space slug like the one that tried to eat the Millennium Falcon in The Empire Strikes Back and might be right.