We even have them occasionally in the normally frozen tundra of Upstate NY. NOT MUCH fun when you see a neighbors house 4-500 feet away get scrambled. Or see the local Ford dealer have a few cars wiped out by debris. I've seen enough of those twisters to last a life time - NY, Okla, Kansas, Texas New Mexico and waterspouts like pictured, in Puerto Rico

I agree with others - in the basement or where ever is safe, not the front yard - they scare the ---- out of me!!!