There are some extinct volcanoes in the Sinai, but they've been extinct for a very long time. There's an ancient account ("Periplus of Hanno") that apparently describes the eruption of Mt Cameroun (a volcano which is still active) and of course Pliny the Younger's account of the eruption of Vesuvius and death of Pliny the Elder. By and large, the reaction to an eruption has been the same throughout history -- run for your lives, in the opposite direction.
There was the Burning Bush, which is kind of puny for a volcano even if Moses came down half blind and badly scarred.