A "catastrophic" tornado tore through the southern US state of Arkansas and killed three people 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."

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.

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.