According to this site, there have only been 4 F5 tornadoes hit Alabama since 1900.
http://www.nationmaster.com/encyclopedia/List-of-F5-tornadoes
11 in KS, which I thought we had one in the last 5 years, but it may of only been an F4 ------ Just looked it up, it was an F4 that hit Wichita in May of 99.
9 in OK.
8 in TX.
Without doing some more counting to see if any other state has had more, I'd say that KS would hold the record for F5's.
http://www.tornadochaser.net/tornalley.html
Fast Facts:
Kansas - Highest number of F5 tornadoes since 1880
Iowa - Greatest number of F5's per square mile
Alabama - Highest percentage of tornadoes rated as of significant intensity
Kentucky - Highest percentage of all tornadoes ranked as violent (F4 or F5)