Ever since people have made movies, they have wanted to include special effects that fool viewers. In the days before computers, special effects were often quite creative, as in the movie "The Wizard Of Oz" where a realistic tornado sweeps across the screen.
The Kansas twister that swept up Dorothy and her house was actually a long string of muslin stockings sewed together and stuffed. It was photographed dangling down into a model scene with miniatures of the farm and nearby fields.
The stocking was not the only creative tornado effect. In the most close-up shots of the twister, it was a huge dust-filled burlap bag that was being beaten to release dark, swirling clouds. There were also some actual shots of a real tornado when it was seen far away across the plains.