You can make your own tornado to see how it works. Fill a one or two liter bottle with water and put your hand over the hole. Now turn it over, and swish it around a little to get the water moving in a circular direction. Take your hand off and let the water pour out (better do this outside!). You can see the water making a twister, just as a tornado does in the air.
Bibliography and further reading about tornado experiments:
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