pA funnel cloud was caught on camera in Cape Girardeau, Missouri on Thursday, May 31.ppAccording to a report by KFVS 12a, the funnel cloud caused damage in Trail of Tears State Park, though there were no signs of it touching down on the ground. According to the uploader, this footage was taken about a mile south of the park.ppAcross the Mississippi River and the state line in nearby Wolf Lake, Illinois, residents took to social media to share sightings of a funnel cloud.