None here in the Appalachians. The worst that can happen is an ice storm or perhaps a localized flood. But nothing major has happened in decades. Maybe centuries.
Oh please; this line is routinely trotted out by Californians and people on the Gulf and Atlantic coasts to try to kid themselves that everyone everywhere is exposed to the same natural disaster risk.
It usually consists of the weird obesession with the idea that people in the midwest typically have their house destroyed every other year by tornadoes.
Tornadoes have very narrow tracks and even in Oklahoma, the chance of a given acre of land being hit by a tornado in a 100 year period is shockingly small; much smaller than the chance a given acre in California experiences strong quake shaking, or a segment of coast on the Gulf coast experiences storm surge.
Insurers don't fret about tornadoes. Quakes and hurricanes give them the willies. There's a reason that you don't have to pay extra to buy tornado coverage, and you do for quake and flood coverage.
Southern Arizona. The only "natural disaster" here is flash floods. And we don't build houses where they happen (dry washes).