Divide your clay into smaller pieces. Roll out each piece of clay into a long, thin coil. Make some of the coils thinner than others.
Starting at the wide end of the cone, twist the coils into a hollow cone shape. The wide end of the cone is the top of the tornado. Use the wider coils on the wide end and the narrower coils on the narrow end. Blend the joints when one coil ends and another begins. Make sure the narrow end is sturdy enough to hold up the rest of the clay model, because it is the bottom of the tornado. Push the clay coils together on the inside of the tornado to make the coils stick together better.
Draw more lines around the tornado with a toothpick. It is okay to be messy. Bend and twist the cone shape in the center to make it look more like a tornado. Add in any miniature debris you want to the sides of the tornado, such as sticks, cows and houses. Press the narrow end of the tornado into your base.