Solar magnetized "tornadoes", a phenomenon discovered in the solar atmosphere, appear as tornado-like structures in the corona but root in the photosphere. Like other solar phenomena, solar tornadoes are a feature of magnetized plasma and therefore differ distinctly from terrestrial tornadoes. Here we report the first analysis of solar "tornadoes" {Two papers which focused on different aspect of solar tornadoes were published in the Astrophysical Journal Letters (Li et al. 2012) and Nature (Wedemeyer-B\"ohm et al. 2012), respectively, during the revision of this Letter.}. A detailed case study of two events indicates that they are rotating vertical magnetic structures probably driven by underlying vortex flows in the photosphere. They usually exist as a group and relate to filaments/prominences, another important solar phenomenon whose formation and eruption are still mysteries. Solar tornadoes may play a distinct role in the supply of mass and twists to filaments. These findings could lead to a new explanation to filament formation and eruption.