An earth-bermed structure should withstand a tornado quite well. The soil mass acts to redirect the wind, absorb energy, and block debris (projectiles). That said, by the time you build a bunker sufficient to hold back the weight and moisture in the soil, you probably could have built it above ground and avoided he moisture issues. Obviously, underground, you won't have windows to worry about, but sleeping rooms would still have to have code-required egress directly to the exterior.
The earth cover would need to be on all sides, since the direction of travel is less important than wind direction, which could change 360 degrees as a storm passes.
For example, a home built of 6" thick ICF exterior walls and a concrete attic floor or roof deck, with normal reinforcement, would be safe for most tornadoes, provided it was appropriately designed (avoiding crazy architectural or homeowner ideas, like window walls, in a tornado-safe house, and unusual proportions.
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For some time now, I have been working with the Concrete Joint Sustainabilty Initiative (representing the various concrete industry associations), FEMA, and the insurance Institute for Business and Home Safety, on a series of workshops emphasizing resilient construction to reduce losses in earthquakes, windstorms, wildfires, and floods. These kick off in April and May. (The only mention of concrete construction is a short segment late in the day, so it's not a day-long sales pitch. Google for more info.)
Also, Google IBHS for info on their FORTIFIED program that outlines some disaster resistance strategies.