When I was in graduate school, one of the tornado disaster scenarios that was frequently mentioned was a F4 or F5 tornado moving through the Dallas/Fort Worth area during rush hour. With tens of thousands of individuals in grid-lock on the freeways with no shelter available, it was theorized that hundreds of individuals could die in such an event.
At the time it opened my eyes to the possibility of a mega-tornado disaster in an urban setting. If memory serves, a made for TV movie or documentary of such a scenario was made a few years later. Then, on May 3, 1999 a large tornado ripped through portions of Oklahoma City clearly demonstrating that such a disaster was more likely than many imagined.
Large tornadoes are always rare, plus the odds of one striking a densely populated area is always low, but this tornado season has sadly reminded us that as urban centers expand, so do the odds of additional tragedies occurring in the future.