My sister and I were driving to work when the tornado sirens went off. Like all good Kansans, instead of saying, "We must be under a tornado warning! We should seek shelter!" we said, "Whee the sirens this'll be a really good storm!" Then we went to Big Lots as planned. She started work at noon, I didn't start till 12:30, so I sat upstairs in the break room and ate my lunch. Unbeknownst to me, everyone else was huddled against the back wall, staff and patrons alike. My sister was finally like, should we get Shannon? She's just, like, eating cereal upstairs next to a whole bunch of windows? But by then we got the all-clear.
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.