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Camel spiders are arachnids that belong to the order
Solifugae. Their scientific name means "those that flee from the sun," a reference to their nocturnal habits. Other common names for these animals include "windscorpions" and "sun spiders," but they are neither spiders nor scorpions. In the scientific community, they are usually referred to as "solpugids" or "solifuges."
Camel spiders look weird, but they're by no means exotic animals. BugGuide estimates that there are 12 genera containing some 200 species in North America alone. They're usually found in warm, arid environments.
Unlike most spiders, camel spiders do not have venom glands. (They simply chew their food to death.) They're not dangerous to people, but they can bite in self-defense if handled.
There are several amusing urban legends concerning the size, speed, and lethality of these animals. See
Snopes.com for a discussion.