Years ago, I was connecting through the then-brand new Denver Airport on the second day of operations. I met a friend who was a UA employee at the airport while waiting for my connection. He told me there had been a tornado that had touched down on the airport. An announcement of the tornado and advice to seek shelter in the terminal. Two things happened:

1. The airport officials realized that they had not prepared any tornado procedures; and,

2. Based on the popularity of the movie, Twister, which was running in theaters at that time, many people moved towards the terminal windows to get a good look at the tornado!

Most tornados travel southwest --> northeast. If you're outside and can move in a vehicle, try to get out of the way at a 90-degree angle to the SW/NE line (i.e.: escape either to the SE or NW direction, whicever direction would not cause you to cross the likely path of the cyclone).