I recently read an article in National Geographic about Death Valley in the states. There is a place called Racetrack Playa where rocks move across the landscape leaving tracks in the mud. Some of the stones are really big, but nobody has ever seen one move.
There isn’t a real consensus, but it seems like winds are able to move these (sometimes huge) rocks across the mud. It must be a really strange place – all these rocks with their tracks across the mud.
Wikipedia has a pretty detailed article on it all.