I’m not in tornado alley, but we get quite a few in my neck of the woods. Luckily, the mid-Atlantic area is chock full of basements and really old buildings made out of stone and marble. There are several bomb/tornado-shelters in our downtown areas, where a lot of people walk. Usually, finding a safe-ish place isn’t a problem. However…
We were in a bar once during a bad storm, a wood building with no basement and no nearby shelter. The place was packed, and the TV was on the weather channel when a tornado warning flashed onscreen. It was heading directly toward us, following the path of the street the bar sat on. We watched it get closer and closer on the TV, knowing there wasn’t a damn thing in the world any of us could do to escape it. So, we all called home, telling our kids to get to shelter, and proceeded to drink our asses off. It was like a damn party in that bar! Luckily, it petered out just before it reached us.
The worst damage I’ve personally had involved shingles and siding flying off my house, nothing major. Nearby homes weren’t as lucky, losing whole roofs and garages. I’ve never seen anything like the damage done by these recent storms though, thank goodness.