Sure. For one, even on Earth, astronauts are able to walk in them. Diving suits are also clothes. Even atmospheric diving suits, like the Exosuit from Nuytco Research, are clothes.

So are the various efforts of Hurtubise, like the bear-proof armor suit and the Trojan Ballistics Suit of Armor.

I acknowledge that a powered exoskeleton can be a grey area, but I don't think a hypothetical tornado-proof suit would come anywhere close to this grey area.

Here's vehicles which are meant to survive tornadoes http://en.wikipedia.org/wiki/Tornado_Intercept_Vehicle . How do you make that into clothing?