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Looks like Dept Homeland Security, TSA, etc. only have RSS for news.. not for the actual current alert level. i did find this.
http://www.cgiexpo.com/files/hsas.html
which pulls the DHS threat level.. now to find the other alerts.. and then package them into a module for selection. not something I have done before, but why not give it a shot? I will be back in the USA in a couple months and will tackle it then.
Best Regards,
Butch