Whether or not it is common, every state in the continental US has had a confirmed tornado. According to NSSL.NOAA.GOV (source). Tornadoes come from the energy released in a thunderstorm. As powerful as they are, tornadoes account for only a tiny fraction of the energy in a thunderstorm. What makes them dangerous is that their energy is concentrated in a small area, perhaps only a hundred yards across. Not all tornadoes are the same, of course, and science does not yet completely understand how part of a thunderstorm's energy sometimes gets focused into something as small as a tornado.
Understandably some states are more common to get tornadoes then others, it is possible. Every state in the United States has witnessed destruction from tornadoes, but two areas tend to have the highest concentration of severe tornadoes. One of these regions is known as "Dixie Alley" and consists predominately of Gulf Coast states from Florida to Texas, with a peak in tornado activity seen during the late fall and winter months. The other area is known as "Tornado Alley" and extends from Texas to South Dakota. Tornado alley is made up of Texas, Oklahoma, Kansas, South Dakota, Illinois, Iowa, Missouri, Nebraska, Colorado, North Dakota and Minnesota. Sometimes Wisconsin, Indiana, and western Ohio are also considered in Tornado Alley or called Tornado Belt.
While hurricanes typically only occur in the Atlantic from June through November, tornadoes are a year-round threat. According to the National Climatic Data Center for the period between 1991 and 2010, show the seventeen U.S. states with the highest average number of tornadoes per 10,000 square miles (25,899.9 km2) per year. (source)
South Carolina: 9
North Carolina: 6.4
The United States on average has 1,250 tornadoes each year with the most active month being May and February being the least active month. May has an average of about 275 tornadoes on average, while February only has an average of about 30 tornadoes. Tornadoes can occur at any time of day, but the normal peak hours fall between 2 p.m. and 8 p.m. local time. The deadliest tornado of all time for the United States is the 1925 Tri-State tornado, which devastated Missouri, Illinois and Indiana and caused 695 fatalities. More recently, the Joplin, Missouri tornado of 2011 killed 158 individuals.
Whether you live a state where tornadoes happen regularly during the year or rarely, knowing what to look out for and what to do once a tornado is reported is something everybody should know. Staying on top of weather alerts always helps.