When people say a tornado sounds like a train, do they mean the sound
of the train roaring down the track, or the train whistle?

Hi sripley,

Thank you for your question.

The sound of an approaching tornado is like a freight train roaring
down the tracks.  It's definitely a loud roar!  I've heard that sound
and it's one you don't forget.

CDC.gov
http://www.bt.cdc.gov/disasters/tornadoes/during.asp

The following weather signs may mean that a tornado is approaching: 

A dark or green-colored sky. 
A large, dark, low-lying cloud. 
Large hail. 
A loud roar that sounds like a freight train. 

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nooa.gov - Infrasonics Program - Frequently Asked Questions 
http://www.etl.noaa.gov/et1/infrasound/FAQ.html

Why do tornadoes make a freight train sound? 

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NPR - click on Listen
http://www.npr.org/templates/story/story.php?storyId=1267531

http://www.audiosparx.com/sa/play/port_lofi.cfm?sound_iid=57844

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wordridden.com
http://www.wordridden.com/post/326

"Thanks to a lifetime of tornado phobia, I?m more than familiar with
the warning signs of a tornado - especially that "freight train"
sound. So I spent two long, stormy nights straining to separate the
roaring sound of the wind and the continuous low rumble of the ocean
from the sound of an approaching freight train."

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search:
personal experience

keywords:
tornado approach sounds roar freight train tracks

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Best regards,
tlspiegel

Still it seems like the wind might produce a "howl" that might sound
like a train whistle...