Yardangs
Yardangs are erosional landforms created through a combination of differential erosion, downcutting, and abrasion by windblown particles. Yardangs are made of more erosion-resistant materials than the surrounding landscape. Wind picks up sand and silt-sized particles which essentially form a kind of natural sand blaster when entrained. This erodes away everything in its path given enough time. The yardang is simply the most resistant structure around, so as everything else is eroded away around it, the yardang still stands.
Yardangs are also generally shaped kind of strange. Their tops are often wider than sections below, which given that most of the structure was not exposed at the surface for much of the time the structure was forming, is certainly odd. This is explained by the fact that wind is more effective at entraining sediment lower to the ground. This means that as the rest of the ground recedes below the yardang, the part of the structure subjected to the most erosion also migrates lower over time. This leaves the top of the structure wider than what might initially make logical sense.