Lost and/or injured in wilderness.
Vehicle stuck/broke down in backcountry.
Criminal activity directed at me.
Blizzard.
Earthquake.
Chemical spill.

Things I worry about but do not "prepare" for as such would include avalanche and lightning. Not much to do about them except avoid them in the first place. As far as Deep Impact events go, you can't really do a lot to avoid them so why worry? <img src="/images/graemlins/grin.gif" alt="" />