Comment Better idea (Score 4, Insightful) 501
Instead of building a giant wall, just require that any new buildings (including replacements for damaged/destroyed ones) built in Tornado Alley MUST be strong enough to withstand a certain amount of force, that way if its hit by a big tornado, it wont collapse. Its been done elsewhere (mostly in areas where cyclones/hurricanes are a problem but the same standards will stop all but the biggest/most extreme tornadoes).