When rockets go fast, they break the sound barrier. And when the sound barrier breaks, we get the Prandtl–Glauert singularity. That's the official term for the beautiful cone of vapor that forms around a craft moving very, very fast through the atmosphere. And it makes for a great photo.
Also known, wonderfully, as "shock eggs," the phenomenon happens when air pressure drops suddenly around the body of the craft, causing water vapor to build up in a conical cloud. Wikipedia, as always, has more.