A thunderstorm in New Hampshire appears to have transformed into a full-blown tornado Monday evening, according to shocking video from bystanders.

The dangerous storm was captured on video by local Jason Byrne, who brought his camera dangerously close to the apparent cyclone.

"It just blew everything right around me and it blew the windows out of my jeep," said Byrne, according to WMUR 9. "And at that point the trees started falling so I just ducked down, and I slammed on the brakes and I stopped in the intersection, like the only place I could really find that there wasn't trees coming down."

HEAT SPREADS ACROSS NATION AS PLAINS, GREAT LAKES TO SEE SEVERE STORMS

By late Monday evening, over 4,000 individuals in the area were without power. Trees were knocked down, and power lines were taken out in the intense winds.

The National Weather Service began investigating the phenomenon Tuesday morning, looking for evidence of tornado-style damage.

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Towns in Texas and Oklahoma were hit with multiple tornadoes earlier this month, causing "heartbreaking" damage, but no serious injuries were reported.

Tornadoes hit the towns of Lockett, Texas, and Seminole, Oklahoma.

Oklahoma Gov. Kevin Stitt said the damage caused by the tornado in Seminole is "heartbreaking," and added that he is "grateful" there are no serious injuries.