When we visited some friends in OKC a few years ago we had very severe looking weather our first day. Very exciting
*ahem* And the other year we had a tornado put down (very quickly I believe) just a few blocks away from our house, but of course I had no idea at the time and missed it
(Keep hoping I'll see one of the darned things... some day....)
That said, best of luck to you poor suckers stuck in tornado alley!