One resident, believed to live in Washington County in Illinois, filmed as a giant tornado approached his house. At one point he has to stop filming in order to run to the basement.
This video was uploaded to YouTube and ITV News cannot independently confirm its veracity.
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The incident is not believed to be terror-related, British Transport Police said.
The royal couple have been in the US to mark the 300th anniversary of the foundings of New Orleans and San Antonio.
A small number of people were treated at Southgate Tube station, British Transport Police said.