Well, if you do not live in the vicinity of a train station, and you hear what sounds like the Amtrak coming down yuour street, I'd head for the basement if I were you. Because that's exactly what a tornado sounds like -- a train barreling around the corner in your neighborhood.
Most people that have been through a tornado describe hearing the sounds of a freight train right before the tornado hit. Some places have loud warning sirens that they will sound off when there is a tornado in the area and you need to take cover. You will also hear the wind picking up quickly.
The sounds of Tornado depends on what it is hitting,it's size,intensity,closeness and other factors. The most of tornado sound is a continuous rumble, like a closeby train. Sometimes a tornado produce a loud whooshing sound, like that of a waterfall or of open cars windows while driving very fast,like freight train roaring down the tracks.