There are few natural disasters that pose a threat to our species. However, super volcanoes have devastated the global biosphere in the past and if one were to occur today, it would seriously destabilize our civilization. At the moment our knowledge of super volcanoes is impoverished but current evidence suggests that there is one underneath Yellowstone National Park that could erupt soon on a geologic time scale.
I remember reading that if the Yellowstone Caldera exploded, we'd have about knee-deep ash here in Detroit. A couple of years ago there was a string of quakes under the lake there, several per day.
They happen all the time.
Of course, that mostly has to do with odds, and the span of a human lifetime. It's not because the caldera is going to give us a lifetime's worth of warning. :)