I get antsy about tornadoes as well. I think I'm basically a phobic for any natural disaster.
Earthquakes do freak me out, but it seems I've gotten used to them happening at night while I'm asleep. I think my mom told me we had some decent quakes during some nights but I never knew. Though it was quite the opposite when I experienced my first ones above 4. After like my third larger earthquake, I was calmer about them, even as to stare at the shaking glass in the cupboards in mild amusement.