I am always fascinated when I happen upon a flock of birds flowing and swooping in one giant swirling wave. Last night it occurred to me that there are probably videos on YouTube that I could watch. And boy, were there! Apparently, Starlings frequently exhibit this behavior (called murmuration) in massive groups. Check out this amazing video. (The big action on this video starts at the 2:00 minute mark if you're in a hurry). I would love to witness this in person some day!
Another video shows that the birds may do this as a protective measure from predators, like a "fish ball" in the ocean. But I like to think that birds are just having fun using the wind as the tracks on their own avian roller coaster.