Story highlights Massive heat wave spreading from California, Arizona, New Mexico into the Rockies

Heat warnings issued for parts of Utah

(CNN) The Southwest's lethal heat is on the march.

After welcoming the start of summer with record temperatures, the heat's spreading from California, Arizona and New Mexico into the Rockies.

Heat warnings have been issued for parts of Utah and red flag warnings -- indicating conditions are ripe for wildfires -- are in effect from Montana south into Colorado, CNN meteorologist Dave Hennen said.

As the heat grows out West, so does the threat for severe weather, from the nation's mid-section out to the East Coast.

About 22 million people, in an area that stretches from the northern Plains to the Mid-Atlantic, face a higher risk of severe weather Tuesday, Hennen said, a threat that will only increase Wednesday in places like Chicago and Milwaukee, where they'll be a high risk of tornadoes possible.