I once heard the control tower warn the plane that I was on that the measurement devices at the end of the runaway was reporting windshears. This was a few minutes before we were landing. They didn't say anything more about it though and we landed without incident.
This occurred when we were flying into a southern airport (I believe it was Nashville) and there was a nasty storm striking the area. They had told us when we departed Little Rock that there was a storm in Nashville and depending on how the weather looked, we might skip Nashville and go on to the flight's next destination. As we got closer to Nashville, I could hear pilots reporting turbelence. We were experiencing turbulence as well and our pilot asked for permission to move to another altitude. He was told it wouldn't help with the turbulence. Shortly thereafter, I heard a pilot tell the control tower that they were going to skip it and move on.
It was definitely nervewracking. Once I got off the plane, I promised myself I would never again listen to the control tower during a thunderstorm.