COE campgrounds and state parks in Oklahima sometimes have a reinforced concrete bunker, sometimes send you to the bath house.
Until this year, we've had no program for hardened shelters in schools, though some schools have had underground shelters for many years, while others move people to more structurally sound areas of the building complex. The most recent tornado swarm through Oklahoma City, there were deaths in schools in Moore, and most of those were in underground shelters, drownings. This accounted for a number of deaths in shelters at home, as well. FEMA now has drainage standards for shelter installation, starting to recognize that storms spawning tornadoes also often have rainfall in excess of 10 inches per hour.
Sheltering from rare events gets diifficult to justify economically. Even in tornado alley, however you want to define it (really every place between Rockies and Appalacians), your chances of getting killed by a lightning strike are an order of magnitude higher than getting killed by a tornado. But when one does come through a densely populated area, it is a spectacular even, like a plane crash. And like a plane crash, an event once every few years killing 10 to 200 people is more newsworthy than 20,000 events a year killing 20,000 people, or 2,000,000 events per year maiming 500,000.
We tend to focus on the spectacular and ignore or dismiss the real risks of daily life. Particularly when the spectacular events are random and not in human control, while the greater risks are the stupid things we do every day, collectively, to kill ourselves and each other, perceiving that the risks are under our personal control.
Realistically, chances of a direct hit, the place you happen to be, is extremely rare, but these storms are big enough, and powerful enough, that you don't want to be in a RV, mobile home, or other vehicle, because whats on the fringes has enough power that you don't need a direct hit. A small scale permanent structure, even if just reinforced masonry, with withstand most anything but a direct hit. Thus sheltering in the showers.
You also don't want to be in any building with large, unsupported roof spans, which includes most stores and shopping centers, auditoriums and enclosed stadiums, and most churches. They don't need a direct hit by a 200 tornado, the hurricance force winds around supercell thunderstorms will rip off the roof if the tornado misses.
There is this regional myth that tornadoes seek out trailer parks, because most of the time, that's where you find the death and destruction after the storm passes. But it is not that the tornado seeks out, or goes through the trailer parks, it is that the trailers were not built to deal with storm winds. Your RV is of similar density and exposed area, but not anchored down like a trailer, so instead of being flatten, it will go flying. So will your car or truck.