While volcanos, or rather volcanic activity, would probably be a very real concern for anyone literally digging into a magma pipe or into the magma sea to funnel off limited quantities of that magma, I don't think that things like earthquakes or especially meteor strikes are exactly common enough to really be seen by most fortresses.
I would like to see an occasional violent change in lava pressure, maybe more common in some places than others. Perhaps, being natural geological experts, the embark screen could warn of the potential for seismic activity.
Earthquakes don't seem all the uncommon, depending on your locality. Earthquake strength and frequency could vary depending on proximity to fault lines generated during worldgen. Earthquake proofing would be a fun concern. A plume of lava pushing its way to the surface, though possibly a once in a world event, would be outrageously cool. Even if it doesn't happen to your fortress, engravings depicting a fabled eruption or "mysterious explosion from the sky" would be fun to find.
On storms: Perhaps towers of a certain height to width ratio could be toppled. Other than that, you would just see a bunch of toppled trees (maybe lumber gathered after a storm would be OK for elves to accept in trade, maybe adding an element of stockpile management challenge), though getting caught in a storm might result in getting hit by such toppling trees. Far more of a concern if trees were more than a single Z level tall. Can trees get branches that could get torn off and thrown around in a storm?
Mudslides would be cool. Nice to have an ecological disaster that results from clear-cutting.