The classic answer -- "warm moist Gulf air meets cold Canadian air and dry air from the Rockies" -- is a gross oversimplification. Many thunderstorms form under those conditions (near warm fronts, cold fronts and drylines respectively), which never even come close to producing tornadoes. Even when the large-scale environment is extremely favorable for tornadic thunderstorms, as in an SPC "High Risk" outlook, not every thunderstorm spawns a tornado.
