This happened at my parents house in SW Ontario a couple times when I was a kid. I remember the swarms giving off a pheremone that smelt like Frosted Flakes.
I live in Florida, this is a regular occurrence in the warmer months. Clouds of the little bastards go drifting across the landscape. It's the best time to catch a fertilized queen to start an ant farm.
And swarming ants are nothing compared to the caddisfly swarms. caddisflies are distant cousins of the moths. They lay their eggs in water and the larvae live there until they become pupae. The pupae leave the water, crawl off into the woods and make little cocoons out of silk and tiny twigs. Then they all hatch at once and swarm to the water.
You'll be sitting there on the banks of a river or shore of a pond fishing or just enjoying a balmy evening when, all of a sudden, it will be like someone switched on a wood chipper full of chicken feathers and aimed it at you.
Of course, chicken feathers won't try to crawl up your nose.