They did the next best thing and headed to a local Walmart.
The team broke into groups of two and quickly filled baskets with necessities. Mazey said shoppers figured out what was happening and started handing him $20 bills.
"It's amazing the strength of people in times of tragedy and hope," he said.
His players had a plan and sought batteries, flashlights, shoes, children's clothes, anything that would help.
And then Michael Constantini, a junior shortstop, saw her.
"You see it on the news and hear it on the radio and that stuff doesn't really hit you like it does when you experience it right in front of you," Wilson said, "when you meet somebody who's been hit so hard by all of this."
There in the store stood a woman, tears streaming down her cheeks. Constantini, sophomore second baseman Billy Fleming and senior pitcher Dan Dierdorff approached to console her. They wanted to hear her story.
Her name was Jamie and she'd only recently found her 6-year-old son and 4-year-old daughter. The children had been at school when the tornado ripped through their town. For a while, Jamie had only the worst ideas about what had happened.
Her children safe, her world in disarray, she'd finally found the time and the strength to go to the store and buy some things to take back to the hotel where her family had relocated.
Mazey brought Jamie to a group of Mountaineers who had already made it through the checkout line. Sophomore catcher Max Nogay started picking through the bags to find clothes for her kids, to find a phone charger, to find anything she said she needed.
About an hour after the players had started checking out, the Mountaineers left the store and went to their hotel. Tuesday afternoon, the team boarded the bus that would finally take them to people they could help. WVU traveled to Norman and a shelter where many of the victims in Moore had been transferred.
Meanwhile, the legend grew online.
The baseball team's presence was impossible to miss on Twitter as fans and followers spread word of their good deeds. A Facebook page for Oklahoma State fans called OrangePower Network posted a picture of the Mountaineers posing with all their bags as they left Walmart. It had more than 62,000 "likes" and 1,500 comments and had been shared nearly 1,000 times by Tuesday evening.
"Twenty years from now when they're looking back on their baseball careers and the baseball tournament in Oklahoma City, I have my doubts they're going to remember the games at all," Mazey said.
"They're going to remember what we did for the families and the impact we had on people whose lives have been devastated."
Contact sportswriter Mike Casazza at mi...@dailymail.com or 304-319-1142. His blog is at blogs.dailymail.com/wvu.