Tornado is a gripping tale that follows a young woman named Tornado as she flees from a dangerous gang of highwaymen led by the ruthless Sugarman. The story kicks off with Tornado desperately seeking refuge in a secluded mansion. As she hides, the gang storm the premises, threatening the family that resides there while desperately searching for her. Tornado finds a hiding spot in an upstairs room, but it’s a precarious situation; the floorboards beneath her are rotting. Chaos ensues when one of Sugarman's gang members accidentally falls through the fragile flooring, allowing Tornado the precious chance to escape into the nearby wilderness.
In her flight, Tornado soon stumbles upon a traveling circus, where she finds solace among the performers and reunites with an old friend, the strongman. To deepen our understanding of Tornado's character, we are taken back through a flashback to her childhood. In this recollection, she travels with her father, Fujin, who is a former swordsman turned puppeteer. Tornado learns not just the art of puppeteering but also the ways of swordplay from her father. During one of their performances, she catches sight of a boy in the crowd engaged in pickpocketing—a boy who will later play a critical role in her journey.
Meanwhile, the narrative shifts back to Sugarman and his crew, who have recently executed a significant gold heist. Among them is Little Sugar, Sugarman's son. He finds himself increasingly troubled by the gang's violent tendencies and his father's ruthless choices. As the gang travel through the woods, they encounter the very circus where Tornado and Fujin are stationed. The young pickpocket reappears and cunningly swipes the gang's gold without drawing attention.
Recognizing the theft, Tornado chases the boy to her father’s wagon, where he hides among the belongings as the circus prepares to depart. Tornado, grasping the stolen gold, ejects him onto the road just as a fallen tree obstructs their path. The highwaymen soon close in on the wagon, prompting Tornado to conceal the gold in the woods, with the boy in hot pursuit after her.
Back at the wagon, tensions escalate as Sugarman confronts Fujin, leading to a tragic altercation that results in Fujin's death. Despite sustaining injuries from the fight, he manages to stab Sugarman, setting off a chain of events that sees Tornado fleeing once again. The storyline snaps back to the present, where Tornado is recuperating at the circus with the strongman. However, tranquility is shattered when Sugarman’s gang attacks, wreaking havoc on the circus, taking the life of the strongman, and a young knife-thrower.
In the ensuing turmoil, Little Sugar rallies against his father, horrified by the brutality and his father's fixation on wealth. His rebellion leads to a tragic confrontation resulting in his death at Sugarman's hands, while the previously mentioned pickpocket boy, caught in the crossfire, suffers a fatal wound. Tornado, fueled by grief, buries both the boy and her father in a serene section of woods, marking a poignant moment in her journey.
As anguish transforms into a burning desire for vengeance, Tornado tracks down and eliminates the remaining gang members, systematically confronting and dispatching them. In the climactic showdown, she finally confronts Sugarman, who lies near death. In his last moments, he ironically recognizes her as a samurai.
Following this devastating encounter, Tornado returns briefly to the circus, where the ringmaster suggests a new act inspired by her story. Tornado, although tempted, ultimately decides to leave the circus behind, reabsorbing into the wilderness, sword in hand, choosing solitude over spectacle once again.