I live in the Oklahoma & I don't think I've heard anyone suggest buying a helmet specifically for tornadoes. However, several sources have suggested some sort of hard shell helmet would seem to be beneficial since so many tornado injuries are from flying debris. The common sense approach I have heard is that if your kids have baseball batting helmets, football helmets, motorcycle/atv helmets laying around go ahead and throw them on if you have to take cover from an imminent threat; especially if you are sheltering somewhere that is not a hardened shelter.