The only natural disasters that occur near me are fires and floods. Floods are not in my side of town because I'm uptown but fire is a real possibility. And I often think about an emergency plan.
If I was home, hands down I would go grab bunny. She lives in a pen and has no means of escape. As for the cat, I would bet he would run outdoors but on the side chance that he hid I know he would be in the bedroom bc whenever the alarm goes off (from cooking, yes I know.. It's very annoying) he gets put in the room.
If I was not home, and this is my greatest fear, I would trust the firemen get to them before the fire does. My local fire dept are notorious for saving pets they're awesome.