In Central Virginia, we had a couple stations do OK, and one that did nothing at all. The audio for the "this is only a test" was barely audible on two of my locals.
I really fail to see the point of this anyway. If there is a really big National emergency, I'd think local stations will need to handle things differently at different places anyway. News or information for the West Coast, may not apply tot he East Coast, or the middle of the continent. Plus with the speed news travels these days, most people will be aware of any impending doom probably faster than the government can spread it to them.