Most tornadoes, 3 out of every 4, occur in the United States, and most of those happen in "Tornado Alley". Tornado Alley earned that name by having a large number of tornadoes. Tornadoes usually happen in the months of April, May, and June. Farther north in Tornado Alley, the peak months are later the in the year.
In the northern plains and upper Midwest, the peak is in June or July. Tornadoes also usually happen between 3 and 9 pm, when the air is hottest. But tornadoes can happen wherever and whenever warm and cold air collide. Tornadoes have been reported on every continent but Antarctica, which lacks hot air or many people to report tornadoes.
They can also happen late at night, which is especially dangerous because most people are asleep and tornado spotters can't see the tornado. Night time warnings depend on trusting radar, and people having weather radios that sound an alarm. Recently, there has been controversy over weather or not global warming is causing more tornadoes in fall and winter.
Tornado Alley doesn't have specific borders. Tornado-facts.com lists the states that make it up as Nebraska, South Dakota, Oklahoma, Texas and Kansas. CNN says it spans the Midwest and Southern states. NOAA does show a map of Tornado Alley, and another map of the less well known fall and winter “Dixie Alley”, and explains that Florida also has a large number of tornadoes.
The book Extreme Weather by Christopher C. Burt has a map showing average annual tornado incidence per 10,000 square miles. The highest number shown is 9, centered on Oklahoma and a couple spots in northern Texas. The map rings for 7-9 tornadoes per year surround the spots in Oklahoma ant Texas, and extend up into Kansas.
There are three more hot spots with 7 tornadoes per year; in Nebraska, Indiana, and Florida. Wikipedia has a version of this map which combines these spots into the wider 5-10 range. The book lists Oklahoma City, OK as the number one most at-risk city and Indianapolis, IN as the 5th most at-risk. NOAA and the book Extreme Weather also have maps of tornado hot spots outside the United States. The places outside the US are northern Europe and western Russia, parts of Australia, around Buenous Aires in South America, South Africa, Bangladesh and northeast India, Japan and other western Pacific coastal areas. Bangladesh has had the 2 deadliest tornadoes, and several other deadly ones, because their high population density and badly built buildings mean more people get hurt. The famous Tri-State tornado, with the worst death toll in the US, is third.
The effect climate change could have on tornadoes is hotly debated, especially since tornadoes form when warm and cold air meet. There have been more tornadoes in winter, maybe because there was extra warm air to mix with the usual cold. In the summer of 2012, there were fewer than the normal number of tornadoes in the US and more than normal in Canada, maybe the same climate change which may have caused a drought or moved the jet stream and cut off formation of thunderstorms.
The number of tornadoes that is actually seen has been going up partly because of better radar and more urban sprawl, so it is hard to draw conclusions based on the count. In 1975, a Newsweek article on the then popular theory the Earth was cooling mentioned the previous year's large tornado outbreak. It also mentioned that the region near the equator had gotten slightly warmer. So are we meant to conclude that the greater difference in temperature caused the 1974 tornado outbreak? The difference between hot and cold air is important, the arctic is warming more than the equator now, and so some scientists predict less wind shear and so fewer tornadoes while others predict more warm air from the Gulf of Mexico will cause more tornadoes.
This year (2013) the winter cold lasted longer and the tornado season seemed slow to start. The overall effect global warming would have on the location, number, and timing of tornadoes is even more uncertain than the boundaries of Tornado Alley.