A fun an exciting aspect of fluid dynamics is the formation of vortices, such as vortex rings. You can see one way to form them in this demonstration video starring Ruhi Perez:
A vortex ring is formed when fast-moving air is forced into an area of slower-moving air. When you release the membrane, air inside the cylinder is forced outwards through the smaller hole in the end. The air particles come out in a compact mass. The air particles at the outer edge of the mass are slowed as they move past the edge of the hole, and as the mass tries to push past the outside air it experiences friction, they begin to curl back and move in a circle, forming a rotating doughnut-shaped mass of air moving forward together. As the ring moves forward, the air closer to the center of the ring is moving forward faster than the air at the outer edge of the ring.
The higher speed of the air closer to the middle produces an area of lower pressure in the center, and the entire ring moves forward as a coherent mass of air.
You can make a simple vortex generator at home; check out this activity at APS Physics Central: http://www.physicscentral.com/experiment/physicsathome/cannon.cfm
And see them in action with the Lathrop Lab at https://www.youtube.com/watch?v=KIvCgbmls7g