I'm surprised no one brought up super volcanoes... One of them blowing would bring upon the world volcanic winter (and a dinosaur-like extinction event)
The eruption itself might or might not be preceded by earthquakes and deformations of the landscape surrounding the super volcano itself, announcing the imminent explosion.
Once the blast occurs, the first damage would be to the surrounding area by means of blast-wave, hot ash and thrown debris from inside the volcano.
The blast itself will throw HUGE amounts of ash and very small particulates into the atmosphere, preventing the sun's heat and light from reaching the ground. This would, in turn, cause a rapid drop in temperature (volcanic winter), and would cause crops to fail and livestock to die due to decreased temperatures and lack of sunlight.
There is a very interesting paper written in 2014 which has tried modelling the Yellowstone Supervolcano eruption fallout. It details the ash distribution (over US) taking into account the wind patterns. You can find it here. (I am not connected to that study in any way)
Edited for a more complete answer