What should we do if we're faced with a natural disaster?

I was just watching a news program and they had an expert on who was talking about earthquakes and saying that the planet is overdue for a major earthquake. He said it’s great having early warning systems, but people have to know what to do when they receive a notification that an earthquake (or whatever the disaster is) is imminent. Then he proceeded to not say what people should do!

So if you live in a place where natural disasters can occur, what should people do when that earthquake, cyclone, tsunami, twister, etc. hits? What advice are you given to stay safe?

Can you tell us what the disaster is you could experience where you live, where you live and best response should we be on holiday in your city when such an event happens?