This snow storm is so intense that it looks like a thick, dense cloud has blanketed part of the city of Buffalo. And that's what's extraordinary about it. This is an intensely localized storm, which dumped several feet of snow on just one narrow slice of the city.
Ferociously tiny snowstorms like this are caused by a "lake effect," where icy wind meets the comparatively warmer waters of a lake. Huge gouts of snow explode out of the water vapor over the lake in cascades of ice crystals, and blow to shore. (You can see a similar kind of insta-freezing effect — where warm air meets supercold water — in contrails.) In this case, the effect was caused by Lake Erie, and it looks incredible.
Here's a shot from NOAA, showing the narrow finger of snow reaching out of the lake.
You can see some more stills and aerial shots of the storm over at CityLab.