One of most interesting features of the Craters of the Moon are cinder cones that can be found throughout the landscape. Cinder cones are created when tephra is blown out from volcanic eruptions. The larger pieces of tephra land closer to the vent of the eruption and (once cooled) form cinders. When the cinders form in a circle, they create a cinder cone.

via http://www.geology.wisc.edu/~maher/air/air06.htm