We haven't had to *knock on wood*, but they will absolutely go with us. Shelters don't take them, but we know friends with better houses than ours. (Since C and I are moving in together in July, my family will be coming to us if they need to evacuate.)
We live in Kansas, tornado alley. We have a basement, and have never had to use it thank God. But, if we did, our dog and hamster would go with us. The dog is very obedient, so he'll do what I tell him (stay with the babies), and the hamster is in a cage, I can grab him easily.
We always tak the dog(s), but usually are unable to take the cats with us. My mom has always been so reassuring when it comes to that though, telling me about how cats are clever and nimble and very good at hiding so it would be unlikely that anything too bad would happen to them.
We've never been in that kind of situation but there's no way in hell we'd leave our pets behind.
I had a hard enough time dealing with my cat passing...I don't even want to imagine life without our dog. = <
He's my adopted, furry, baby brother as far as I'm concerned, and I'm not going to let anything happen to him if I can help it.