This also reminds me of the time the sirens went off a few years ago and my family all turned to look at each other and said, no, we will finish watching Rio Bravo and then if they're still going off, then we'll go down to the basement.
(Lest you think I'm too flippant, because of our local geography most storm systems tend to split to the west of us and head either north or south. We do always make sure we unplug our computers, though, because we've been hit by lightning three times, and replacing all our electronics is a pain.)
Now, of course, we have bright sunny blue skies outside. Oh, midwest, you're the best.