What about the supervolcano[1] risk around Yellowstone, or the megatsunami[2] risk from intraoceanic volcanic islands on either cost or near Lituya Bay in Alaska[3], or meteors? Where do you go to avoid meteors?
[1] http://en.wikipedia.org/wiki/Supervolcano
[2] http://en.wikipedia.org/wiki/Megatsunami
[3] http://en.wikipedia.org/wiki/1958_Lituya_Bay_megatsunami