Just in case anyone was curious on the background of these messages (starting to move into my neck of the woods where I spend my Monday-Friday).
Wireless Emergency Alerts (WEA) is a national alert system that enables emergency management officials to rapidly disseminate warnings and safety information via text alerts to wireless phones based on their geographic location. WEA are sent from public safety entities certified by their State government and the Department of Homeland Security to have the messaging responsibility and are broadcast to a geographic area, not to specific phones. And although wireless networks are capable of delivering WEA messages, not all area/municipalities are capable of issuing WEA messages. There are three types of WEA communications:
1. Presidential Alerts - This alert can only be sent by the President of the United States. It is extremely rare to have a Presidential Alert (the last one was for WWII).
2. Imminent Threat Alerts - This alert is broken down into two levels: Extreme and Severe. These alerts would include—but are not limited to—warnings of mandatory evacuations, tornadoes in the area or a chemical spill.
3. AMBER Alerts - America’s Missing Broadcast Emergency Response alerts will now be sent through the WEA system.
As for the carrier that I'm familiar with, starting in January 2012, all new handsets were shipped with this functionality turned on by default. In most cases, some or all of the alerts can be turned off manually via the messaging settings on the device.