For the last 7 years prior to retirement we lived in Manassas, VA and I commuted daily via VRE (Virginia Railway Express) to DC. N. VA gets its share of rough weather; on one occasion, riding one of the evening trains back home from Union Station, we were delayed for almost one hour because a tornado was reported to be on the tracks ahead of us, toward the e. end of Manassas. You get a funny feeling in the pit of your stomach at times like that; the only ones who were home were our two dogs, who used doggie doors to get out in the back yard when they needed to. I had visions of them sprouting wings and sailing into the next county. Turned out the tornado hit on the e. end of town, skinned a few houses, and knocked over some trees but nothing around our place on the w. side of town. I don't think anyone was hurt.
We also lived N. of Chicago for a few years, and in the summer the storms come flying across that Canadian prairie and hit the northern U.S. pretty hard. We lived next to the water tower in town; the tornado siren was on top of that tower. I can only recall one time it went off, but it was a bit of a thrill with the low, almost black clouds overhead and the sudden drop in temperature along with an increase in wind.