3 Answers

It's an actual plant that has roots close to the surface. It depends on the winds to uproot it so it can travel and drop it's seeds along the way. This is how the plant spreads and creates new plants. 

http://phoenix.about.com/od/desertplantsandflowers/a/tumbleweed.htm

country bumpkin

I made a Christmas tree from a tumbleweed one year.

A tumbleweed is the above-ground part of a plant that, once mature and dry, disengages from the root and tumbles away in the wind. Usually, the tumbleweed is the entire plant apart from the roots, but in a few species it is a flower cluster. The tumbleweed habit is most common in steppe and desert climates. The tumbleweed is a diaspore, aiding in dispersal of propagules (seeds or spores). It does this by scattering the propagules either as it tumbles, or after it has come to rest in a wet location. In the latter case, the tumbleweed opens mechanically as it absorbs water; apart from its propagules, the tumbleweed is dead.

Source: Wikipedia