If you are not in a sturdy building, there is no single research-based recommendation for what last-resort action to take because many factors can affect your decision. Possible actions include:
Immediately get into a vehicle, buckle your seat belt and try to drive to the closest sturdy shelter. If your vehicle is hit by flying debris while you are driving, pull over and park.
Take cover in a stationary vehicle. Put the seat belt on and cover your head with your arms and a blanket, coat or other cushion if possible.
Lie in an area noticeably lower than the level of the roadway and cover your head with your arms and a blanket, coat or other cushion if possible.
In all situations:
Do not get under an overpass or bridge. You are safer in a low, flat location.
Never try to outrun a tornado in urban or congested areas in a car or truck. Instead, leave the vehicle immediately for safe shelter.
Watch out for flying debris. Flying debris from tornadoes causes most fatalities and injuries.