This isn't such an unusual sight -- according to dog expert and trainer Cesar Milan, when dogs stick their heads out the car window, it's a stimulating experience:
Dogs often love to stick their heads out the windows of cars and smell everything that's going by them – I often say that, for them, it's like going to a 3-D, sense-surround, smell-o-rama, virtual-reality movie.
He cautions that too much of a good thing can be bad, though:
But all that stimulation can make a dog over-excited, and allowing your dog to be exposed to the elements at high speed could cause injury, such as a pebble or piece of debris getting in her eyes. Sometimes there are dogs who get anxious about riding in the car, especially in rainy weather...this is the kind of behavior that can often be redirected by distraction. Don't feed your dog before car trips, but do give her something to chew on in the car like a bone she favors - something very, very tasty, that can bring all her attention to the bone or to whatever treat you believe is healthy for your dog.