This improv game is in the following improv game categories:
Great exercise to develop characters. Players mill about the room as themselves. Ask the players to find some sort of inspiration, and then they should use that to change their walk. Anything can be used as inspiration: use an emotion (happy!), an occupation (farmer!), a stereotype (Irish!), an animal (Snake!) or even an object (grandfather clock!).
Next, turn the way you are walking into a character. Explore how the character walks and - by Association - figure out as much as possible about this character.
If you use a way of movement as inspiration you end up with something like Fast Food Laban