They can be quite scary, I've been in a few in California, I've felt about 10 minor shocks from earthquakes centered in the southern California area since living in the Phoenix area .
Here's a little bit of info that I bet most people aren't aware of .
The strongest earthquake in the US happened in New Madrid, Missouri in 1811-12, that's about 70 miles or so north of Memphis, Tennessee .
It made the Mississippi river flow north for a while .
http://en.wikipedia.org/wiki/New_Madrid_Fault