If you have a proper survival knife with you when the weather closes in you can make an emergency shelter; if there’s the material available to do so. But it’s better just to make sure that whenever you venture into the woods for any length of time that you have the right survival gear with you and the Sundome 2 Person backpacking tent from Coleman is that survival gear.
I'm not quite crazy enough to say that epinephrine will help you survive the inevitable zombie apocalypse (you can go here for that). I'm just suggesting in a roundabout way that if you happened to be in a situation where something was trying to eat you, the increased heart rate and blood flow to your muscles brought on by a well-timed dose might just save your life.
Earthquakes, tornadoes, and hurricanes can cause you to leave your home or even be trapped there. Roads could be blocked due to fallen trees, power lines, or even damaged earth from the natural disaster. Rescue crews can not be in all places at once. You may have to wait it out for quite a while before its over. You won't be able to go to the store or to the corner market.