My high school went on lockdown the week after the Virginia Tech shootings, but not due to a violence threat but due to a gas leak in the main section of the school. They turned off the power and we had to sit on our individual classrooms for about 6 hours before they finally let us go.
In middle school we had a bomb threat but later someone heard from a teacher that it was just them finding the lyrics to Kesha's Blow written on a piece of paper
Screaming
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We often have practices for when a rocket attack is happening since it happens quite a lot here, so in middle school they arranged one and the alarm went off and we were all sure that its just for a practice like it should have been, but it was REAL. The teachers had no idea what was happening and many students thought it was fake for practice until it was over
I have no idea what we'd do, all classrooms here have windows into them and none of the classroom doors have locks, I would probably be disorderly and try and run.