I got in a real panic mode last year when a tornado was approaching.  Being from the west, we very rarely have tornados.  But we were on a trip across the country and had stopped for the night in an RV park in Illinois.  I knew enough to purchase a emergency weather radio, so I turned it on when we got set up.  About an hour later, the radio's alarm went off with a tornado warning in our area.  The wind, rain and hail started to pick up, and I had no idea what to do.  The RV office was closed, and there was no designated shelter.  
Other campers seemed to care less and just kept drinking their beer and said "if it gets ya, it gets ya"!  Fortunately, the tornado bypassed us.  But I vowed to have a plan from then on.  Now, if there is a chance of tornados while we're in camp, I ask the RV park owner where the best place to shelter is.  You'd be surprised how many of them say "We've never been hit by a tornado, so there's nothing to worry about".