Yes we do, even here in little old Ireland. But they're small and short lived. There does seem to be a mini tornado alley in County Meath. I remember leaving work once seeing some ominous skies nearby with reports of a tornado ripping through a nearby housing development. It also brought down some huge trees.
They are quite common but nowhere near the intensity you guys experience. There are plenty of vides on Youtube.
There was quite a nasty one in Birmingham, England a few years ago. Did a lot of damage to one particular area.