Too hilly here for Tornadoes to hit often. Sometimes, and usually in a large flat area (IE: a trailer park), but not often otherwise.
One touched down on Mt. Washington one year though in the city, which freaked everyone out.
Mt. Washington is the cliff that overlooks the city of Pittsburgh. Very scenic, very pretty, very wealthy area (on the front half at least). The thing just plopped down and took off again. Freaked the whole area out when it happened because there wasn't any warning, and it's RIGHT on top of a huge hill (the term "mount" is deceiving, it's not a mountain).
Weird... Couple hit out near me in the past... They tend to travel up the rivers here, if they hit at all though. I did see one years ago when I was 14 or so on a camping trip on the Allegheny River. Watched it go right down the river after it formed. Scary as hell.