This photo was taken in Akron, Ohio in 2014. In this photo we see what has been described as a snow roller. The phenomenon is very much real! They are cylindrical layers of snow rolled up due to wind. They require specific atmospheric conditions including: above freezing surface temps for a short period of time causing surface of snow to be melty/sticky, high winds to peel the top layer of snow off, usually a hill or wide open space, and all of that is followed by cold temps to maintain cylindrical integrity after formation.
And of course, a National Weather Service article on the Great Snow Roller Event of 2009 in Idaho (Okay, I made that name up) found here.