A tornado siren will wake you up!! Just ask me. No tornados within 15 miles but I was awakened 3 times that night. You should be thankful if you were right next to one, it will wake up people from miles around....and it's possible they would need to wake up but please...let the rest of us sleep. :^)
I remember constantly running down to our second basement. We had a battery powered radio and some flashlights. We'd all huddle under the choo-choo train table and listen for the announcer to tell us it was safe to come out again.