What country has lots of tornado?

It's hard to say. The U.S. has the most tornadoes on average, but India also has its fair share. The only problem is that media doesn't cover India as much as they do in other nations. Thus, many tornadoes are unrecorded. And if it might help you at all, the U.S. has four times the number of tornadoes than all of Europe, excluding waterspouts.