Gustnadoes are the weakest and, generally, shortest-lived form a tornado, so it is rare they are captured on film or video. KMBC TV of Kansas City captured one earlier this evening near Lecompton, Kansas.
The entire video is here.
The radar at that time showed an impressive thunderstorm in the area.
There is more about gustnadoes here.
UPDATE: My friend, Verne Carlson, also captured the gustnado west of Lawrence. Video below: