Mountain tornados occur when a funnel cloud develops into a tornado near the base of a large mountain. The rotation of the tornado in such close proximity to the mountain causes a scientifically unexplainable process that forces the tornado up the side of the mountain until it reaches the top. Once at the top, the speed of the tornado accelerates until the tornado begins to sink into the mountain (like a drill bit). The tornado continues down until completely submersed (it sort of just disappears).
Note: mountain tornados are extremely rare. The only confirmed sighting occurred July 29, 2009 at Cheyenne Mountain located in El Paso County Colorado. The storm caused extensive damage to the Cheyenne Mountain Zoo facilities. Luckily there were no casualties (human or otherwise).
Wow! You should have seen how worried my coworker was during that mountain tornado. Her kids were at the zoo while it was happening! Good thing the zoo staff had enough sense to move the kids into a safe / strong structure.