Tornado
Option 1: Tie yourself to a pole in the ground
Seen in: Twister If you are being pursued by a relentless tornado that seems to be able to follow you, spot the nearest tool shed and run inside. Ignore the fact that there are lots and lots of sharp implements designed to cut things apart, you'll probably be fine. If this is an Oklahoma tool shed, there should be an irrigation pipe sticking out of the ground for no apparent reason. Tie yourself to that with your belt. Be warned: Your pants may get pulled off by the tornado, so use someone else's belt if necessary.
Option 2: Lie in bed
Seen in: The Wizard of Oz When you're caught in a tornado that is so bad it's lifting and spinning your entire house around, simply lie still in bed. Nothing in your room will fly around and hurt you, despite the fact your whole house is turning faster than a record. In fact, you may even be able to get up and go to your window to wave at your friends and family as they fly by and get hurtled away. They should've stayed in bed.