A "catastrophic" tornado tore through the southern US state of Arkansas and killed three people on Friday, while severe storms further north caused the roof of an Illinois theater to collapse, leaving one dead and 28 injured, authorities said.

The Arkansas tornado whipped across the state in the afternoon, causing what Governor Sarah Huckabee Sanders called "widespread damage."

Sanders said two people were killed in the town of Wynne in the eastern part of Arkansas, while an official in Pulaski County, which surrounds the capital Little Rock, confirmed a fatality there.

"Significant damage has occurred in Central Arkansas," Sanders wrote on Twitter.

Little Rock Mayor Frank Scott Jr. said "close to 30 individuals have been transported to our local hospitals."

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The National Weather Service issued tornado warnings for parts of the nearby states of Tennessee, Illinois and Iowa.

In the evening, calamity struck Belvidere, Illinois, when severe weather caused the roof and part of the facade of the Apollo Theater to collapse while a heavy metal band played on stage inside.

"More than 20 ambulances were reportedly called to the scene," Fox 32, a Chicago TV affiliate, reported on its website.

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Belvidere Fire Chief Shawn Schadle reported one dead and 28 injured in the disaster, with five hospitalized with severe injuries.

TV footage showed emergency personnel carrying out injured concert-goers on stretchers.

Video posted on social media showed rubble, some nearly waist-high, on the floor of the concert venue, and a gaping hole in the roof.

"My administration is closely monitoring the roof collapse at the Apollo Theatre in Belvidere tonight," Illinois Governor JB Pritzker tweeted in the late evening.

- 'Completely wiped out' -

The Arkansas tornado struck during the afternoon, steamrolling over parts of Little Rock.

"This was actually an incredibly devastating tornado," one witness Lara Farrar told AFP.

She said she drove to West Little Rock and got out of her car at a blocked intersection.

"I was basically in total shock because the neighborhood had been basically completely wiped out and destroyed," Farrar said.

"Some of the buildings had the roof completely blown off."

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She said the path of the tornado was about a quarter mile wide (half a kilometer), leaving intense destruction, but outside the direct path, damage was "very minor."

Scott, the Little Rock mayor, tweeted that "property damage is extensive and we are still responding."

Authorities in Pulaski County surrounding the state capital said it suffered "significant storm and tornado damage."

More than 78,000 people were without power across the state, according to Poweroutage.us.

The governor's office could not immediately confirm any casualties to AFP, but a local hospital told the Arkansas Democrat-Gazette newspaper that it had already begun to receive patients, including "a few" in critical condition.

The spokesperson for the Baptist Health hospital said it was preparing to treat injuries, the newspaper reported.

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The University of Arkansas hospital was also on standby, a spokesperson there told AFP.

"We haven't seen people come in quite yet but we know that emergency services have had trouble reaching people because of downed trees," the spokesperson said.

"We expect people to come throughout the night."

Tornadoes are common in the United States, especially in the center and south of the country.

A week ago, a tornado swept through the southern state of Mississippi, killing 25 people and causing extensive property damage.

President Joe Biden visited the city of Rolling Fork on Friday, one of the worst-hit areas in Mississippi.

In December 2021, about 80 people were killed by tornadoes in Kentucky.