The National Weather Service had also issued tornado warnings for several other states, from as far north as Iowa to the southern state of Mississippi, where a twister last week killed 25 people and caused extensive property damage.
Calamity struck in the Illinois town of Belvidere, outside of Chicago, 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.
TV footage showed emergency personnel carrying out injured concert-goers on stretchers, while video posted on social media showed waist-high rubble on the floor of the concert venue, and a gaping hole in the roof.
Belvidere Fire Chief Shawn Schadle reported one death and 28 injuries, including five people hospitalized with serious injuries.
In the neighboring state of Indiana, three people were killed by a storm in Sullivan County, on the border with Illinois, several US media reported, citing local authorities.
Overnight tornadoes also claimed one life in Pontotoc County, Mississippi, and one in Madison County, Alabama, emergency officials reported Saturday.
More than 600,000 homes were without power Saturday, according to the poweroutage.us website.
As the storm tracked north-eastward, the highest number of outages on Saturday afternoon were in the states of Ohio and Pennsylvania.
Several mid-Atlantic states were under high wind warnings.
"Maximum wind gusts could approach 60 miles (100 kilometers) per hour throughout much of the Appalachians, upper Ohio Valley and Mid-Atlantic today," the National Weather System warned.
Tornadoes are common in the United States, especially in the center and south of the country.
President Biden on Friday visited the Mississippi city of Rolling Fork, one of the worst-hit areas in last week's tornado.
In December 2021, tornadoes killed about 80 people in Kentucky.
