Living in the Midwest tornadoes are a reality. In Champaign county, since 1953, there have been 71 recorded tornadoes and 5 moralities and 87 injuries. 3 moralities and 22 injuries occurred during one single storm in 1953 that traveled from Champaign to past Indianapolis.
You can check out the Tornado History Project and geek out on all of the data and maps.
Also, check out this video of a tornado spotting outside of Champaign, near Monticello. It gets really interesting at 0:30.
After all of that, you should probably review your tornado safety procedures brought to you by the Civil and Environmental Engineering department at U of I. Have a safe weekend!