Why do most tornadoes happen in the middle of the US?

The central United States has an ideal climate setup. Cool air from Canada and dry air from the Rockies collide with warm, moist air from the Gulf of Mexico, triggering thunderstorms. Initially, the development of these storms is held back by a layer of stable air called a cap, allowing instability to build, rather like a pressure cooker. If the storms can break through the cap they will develop at an explosive rate and become quite strong.

The next ingredient is wind shear, a change in the speed and direction of the wind with altitude. The wind shear has two effects. First, it separates the updraft and downdraft portions of a thunderstorm. This separation prevents the cold air of the downdraft from choking off the updraft, which would otherwise cut the storm's development short. Second, the wind shear can set the storm rotating, turning it into a supercell. It is this rotation that allows the storm to produce tornadoes. Rarely outside of Tornado Alley are conditions so favorable for tornadoes.