Watch the latest video at FoxNews.com This is a rush transcript from "Your World," May 20, 2013. This copy may not be in its final form and may be updated. NEIL CAVUTO, HOST: Governor Mary Fallin, the governor of the fine state of Oklahoma. And here we go again, Governor. You had warned residents that this could and probably would happen. What is the latest you're hearing? GOV. MARY FALLIN, R-OKLA.: Well, Neil, it is happening right now. In fact, the tornado sirens have gone off twice. I'm right in the center of Oklahoma City, at the State Capitol, and we have had two sirens in the last 15 minutes. We have what could potentially be an F-4 tornado that is on the ground just right outside of Oklahoma City. It's a massive storm. And, of course, you still have people down around the areas close to Oklahoma City that have been out searching through the debris currently for clothing and household items, those that lost their homes. And I went out to a couple cities already this morning, and just warned everybody, you have got to pay attention to the weather today, because within the time I drove up from to the Capitol and came in, within 30 minutes, the storm has popped up. And the clouds were clear right before I came into the Capitol. So these are fast-acting, fast-moving storms and we have got to really pay attention to the weather today. CAVUTO: Indeed, Governor. As if you don't get enough headaches here, we're getting word from the National Weather Service that a tornado warning has been issued for parts of Oklahoma City. Now, that would be about 45 minutes due -- due west of what we're looking at right now, Governor; is that about right? FALLIN: Yes. It -- right outside of Oklahoma City, around the Moore area, and Norman area, Newcastle area, which isn't too far. It's about 30 minutes at the -- at the -- well, maybe even less than that, maybe 20 miles from Oklahoma City. But the sirens have gone off several times here in the city, and we're seeing a big hook echo on the radar right now, and just telling people to pay attention and move to a shelter. We saw some homes earlier today that were taken totally to the ground. In fact, one of my staff members here in my office totally lost her home. She has lost everything, and several of my friends have lost their homes over the last couple hours. CAVUTO: Oh, my goodness. Governor, and if they can't get to a shelter, the general rule of thumb is you find an interior room and essentially just duck for cover. Right? FALLIN: Absolutely. In fact, I visited with one gentleman today out in a rural part of Oklahoma, about an hour out of Oklahoma City, and his house got destroyed, but he had climbed into the shelter. But I guess his wife couldn't walk very well and he couldn't carry her because he was an elderly man. And she hid out in a closet in the house, and it did strike their house and he was down the shelter scared to death that she wasn't going to be there when he came up. But she was. She had a couple of bumps and bruises, but did survive it. But a man in that same vicinity was killed in the tornado itself. So, these are serious storms, but we have got great people. I have seen so many volunteers out in these various communities, just huge amounts of volunteers, lots of water and food and people with backhoes and saws and hauling off debris, and helping people gather their last possessions that they could find in the debris itself. And I'll tell you, that's one of the things that is great about our state. We have the best when it comes to neighbor helping neighbor. CAVUTO: Well, you have been through this so many times, Governor. But a lot of folks have thought maybe you're going to luck out this year because the frequency of tornadoes, let alone the severity of them, was very, very low, in fact, a multi-decade low, we're told. And then all of a sudden within the last few days, all of that has changed. What is going on? What do meteorologists tell you in the state and in the area? What is happening? What has changed? FALLIN: Well, we have been very lucky. Last year, we didn't have hardly any tornadoes, and we really hadn't had any up until yesterday, per se. But these are kind of big fronts that are moving through, where you have updrafts and downdrafts and cold fronts hitting warm air, and it's just converging right in the center of Oklahoma. And these storms are really interesting. They develop extremely quick. I literally was driving up probably within 10 miles of the Capitol, and it was cloudy outside, but nothing per se was in the sky itself, and that was 30 minutes ago, and now we have had two tornado sirens go off because the clouds just built really, really quick and created these massive storm cells that we're experiencing right now. CAVUTO: And, Governor, you're so well-schooled in this and know it far better than most of us who are not in Tornado Alley or tornado-affected areas, but these storm cells that have been reported affect a broad swathe of American territory that covers some 60 million residents if they were all to be hitting at the same time. For those of you who are watching at home, this is a -- live images of a tornado that has touched down in Shawnee, Oklahoma, about 40 to 45 due east minutes, 40 to 45 miles east due east of -- Oklahoma City itself has been given a warning and that more tornadoes are certainly in the area. And that is what you worry about, Governor, right, follow-up storms? People see a clearing, get out, they think it's -- conditions are OK, and they can't. Right? FALLIN: Right. It turned pretty quick yesterday. I was driving from one city to the next, and actually got stuck out on the highway myself. And we were between the two tornadoes that struck yesterday on an interstate. And we had to divert off on a secondary highway and it was heading in a different direction, but we were literally between the two areas that got hit with the tornadoes and having a hard time even finding an area where we could be safe ourselves. But people need to pay attention. If there is a storm alert, get down in a shelter. Make sure you call all your friends and tell them to take cover. And I know here at my office, we have been calling our family and relatives in the last few minutes with the sirens going off, telling them to be sure and get to a safe place itself. CAVUTO: And do they heed that advice, Governor, or... FALLIN: Yes. CAVUTO: Because a lot of them, they had gotten kind of spoiled for a while that there weren't any real worrisome activity, but maybe not so now. Right? FALLIN: Yes. They're -- in fact, we had some people here at the Capitol wanting to know if they could leave early to go to a shelter, and we said, well, actually, the safest place to be is right here in the Capitol, because we do have a big basement and we do have a lot of people working here, but this is a pretty massive building and there's the basement. CAVUTO: Right. FALLIN: So, we're kind of keeping them here at the place. But, all in all, yesterday, we had about 21,000 homes without electricity. I think we have got most electricity back on. CAVUTO: All right. FALLIN: I think there's about 7,000 without electricity right now, and certainly have a lot of people out in shelters and trying to recuperate. CAVUTO: OK. Well, Governor, our thoughts and prayers are obviously with you. We appreciate, ma'am, you taking the time you have, Governor Fallin in Oklahoma, another tornado. Content and Programming Copyright 2013 Fox News Network, LLC. ALL RIGHTS RESERVED. Copyright 2013 CQ-Roll Call, Inc. All materials herein are protected by United States copyright law and may not be reproduced, distributed, transmitted, displayed, published or broadcast without the prior written permission of CQ-Roll Call. You may not alter or remove any trademark, copyright or other notice from copies of the content.