Anatomy of a tornado
Tornadoes form from an extreme struggle of hot and cold air. There's warm, moist air below and cold, dry air above, with a thin lid of stable air between. Sometimes, the warm air rushes through the lid of stable air and mixes with the cold air. An updraft and a downdraft begins and a thunderstorm forms. Air rotating on a horizontal axis gets pushed diagonially from the updraft, resulting in a tornado.
Where are tornadoes more common?
Tornadoes tend to be in the Midwest, especially in Oklahoma, Texas, and Kansas. Here's a graph where they tend to form:
Fronts:
Tornadoes occure on fronts, either stationary fronts, cold fronts (mainly), warm fronts, and occluded fronts. Behind the cold front is cold air, behind a warm front, theres warm air. However, there's warm air in front of cold fronts and cold air in front of warm fronts. This results in collision of warm and cool air, making clouds/storms.