We have severe winters, tornados (though I’m glad we don’t live in tornado alley anymore), flooding (though rare). There are two significant earthquake threats, but both would cause far more logistical issues than actual damage.
We are moving our life further and further toward grid independence and sustainability because that is the life we want. The fact that it makes us more prepared is great, but if it were just about being concerned about survival I don’t think I’d be up for all the manure shoveling. 😉
I try not to let my imagination run away with me contemplating events, but a large-scale economic crisis, civil unrest (though being rural we are somewhat insulated against that), or a major epidemic would be high on my list of concerns for big SHTF issues.
There was an amazing article I read a while back about how preparedness, even though it is often preparing for the wrong thing, can make a world of difference. I think it was concentrating on post-WWI prepping in the U.K. that saved lives during the Blitz despite totally inaccurate predictions of what they needed to prepare for. I wish I could find that article. It was very encouraging. No matter what the priority a particular prepper might have they are always better off than if they were doing nothing.