Steam devil
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A steam devil is a small, weak whirlwind over water that has drawn fog into the vortex, thus rendering it visible. They form over large lakes and oceans during cold air outbreaks while the water is still relatively warm, and can be an important mechanism in vertically transporting moisture. They are a component of sea smoke.
Figure 1. Steam devils on Lake Michigan 31 January 1971, from the paper which first named and reported the phenomenon.
Waterspout
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A waterspout is an intense columnar vortex that occurs over a body of water. Some are connected to a cumulus congestus cloud, some to a cumuliform cloud and some to a cumulonimbus cloud. In the common form, a waterspout is a non-supercell tornado over water having a five-part life cycle: formation of a dark spot on the water surface; spiral pattern on the water surface; formation of a spray ring; development of a visible condensation funnel; and ultimately, decay.
A waterspout near Florida in 1969. Two flares with smoke trails (near base of photograph) have been discharged to indicate wind direction and general speed.
A family of four waterspouts seen on Lake Huron, 9 September 1999
Four waterspouts seen in the Florida Keys, 5 June 2009
Waterspout in the Tasman Sea, 29 January 2009