According to KXII-TV, the singer and her partner, Rex Linn, were touring the building when a set of stairs collapsed, leaving them stranded on the second floor.
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The video, taken by a woman named Tina Eldridge-Jackson, shows the superstar coming down a ladder with the help of firefighters.
McEntire commented on the incident on Twitter Wednesday afternoon saying she's glad no one was seriously injured.
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"We were safely evacuated from the building thanks to the quick response from the Atoka fire and police departments," the singer wrote.