A very rare event was captured on film when the Eyjafjallajokull volcano in Iceland blew a smoke ring. According to a story in a London newspaper, the Mail Online, this was witnessed by Joseph Licciardi, an earth sciences professor from Oregon State University. This event occurred on May 1. The video below is a ring from Mt. Etna in June, 2000.
See the ring develop: http://www.youtube.com/watch?v=VbV98Z0QP-k