First time I saw this with my own eyes, I knew it would be something I would always keep in mind when I'm out in the desert. We were hiking and it started to drizzle, and we got just a few minutes of cloudburst over our head. The people I was with said "Let's get up on high ground right now, and hurry.". Couple minutes later, someone pointed it out saying "There it is" and we saw a wall of milkshake-thick foaming mud come straight down the gully we just crossed.
Later, the guide said "See these rocks up here on this hill and how jagged and sharp they are? Now look at these stream bed rocks and how they're like rounded potatoes. How do you think that happens?"
I asked "How often do flash floods occur out here?" and he said "Every single blessed time it rains for more than a minute."
That video you posted was great. All greenhorn desert hikers out there damn well better believe.