The official American Red Cross Tornado App is one I recommend highly. When it released in 2013 I grabbed a copy and have kept it ever since. Not only does in include the expected: warnings based on your location, but it includes extras such as a one-button “I’m Okay” notification. Here’s the full description from when it was released: Red Cross Intros Tornado App
I can’t recommend anything more highly than this app. Whether you live in tornado alley or have loved ones here, you’ll never regret having installed it.