I hear them on radio all the time. Plus, the FD tests their siren every day.
Once when I was staying in the Tornado Belt the rental-car radio started The Tone and told me to look out, there was a tornado watch (not an alert or warning) until 7 PM. Then it went back to music.
I wonder how many people know where the nearest Civil Defense fallout shelter is? I wonder if said shelters are properly equipped?