This unique meteorological phenomenon is called a roll cloud, and it's seen here making its away over the city of Calgary, Alberta. Though it looks like a tornado that has fallen down, it's actually a type of arcus cloud — a dense and horizontal cylindrical structure that often appears ragged and turbulent.
This photo was taken on June 18, 2013 by Gry Elise Nyland and is used here with permission.
The National Weather Service describes the roll cloud like this:
A low, horizontal tube-shaped arcus cloud associated with a thunderstorm gust front (or sometimes with a cold front). Roll clouds are relatively rare; they are completely detached from the thunderstorm base or other cloud features, thus differentiating them from the more familiar shelf clouds. Roll clouds usually appear to be "rolling" about a horizontal axis, but should not be confused with funnel clouds.