Well, in all my 24 years as a Califonia resident living within 100 miles of San Francisco, I felt 1 earthquake (Loma Prieta, 10/89). Californians as a whole are not stupid. We know that our state is prone to earthquakes. Thusly, we purchase insurance against these things. Californians who live in SoCal should also have earthquake insurance and fire insurance because lo and behold, this happens every year.
Now, I just moved to Texas, and in all my 2 months as a Texas resident living 200 miles from Houston, I've experienced 1 tropical storm (Erin!) and 1 hurricane (Humberto), and know that hurricanes/tropical storms have lots of wind and rain and cause flooding. Therefore, I have purchased flood insurance for my home. It is your responsiblity as a home owner to be aware of any and all risks to your home. However, if there was a massive earthquake in San Antonio, I'd be the first in line going WTF? lol
So here's a quick run down: West Coast - Earthquakes, wildfires and the occassional El Nino (woo floods!), Gulf Coast - Hurricanes and the associated flooding and wind damage, Tornado Alley/Midwest - Tornados (no shit), North East - blizzards. Please don't be suprised when these things happen to you. Because they will. Be prepared and be smart.
That said, I do feel sorry for those who have lost their possessions because I'd be bummed if I lost everything as well. It's totally reasonable to feel sorry for anyone who loses something to a natural disaster. You just need to be aware that these things can and will happen to you too.