This is often linked to location as certain geographical features make you more at risk of natural disasters. Countries might lie on natural fault lines, such as parts of North America, China and Japan, or be sites of volcanic activity such as parts of Italy or Iceland. Other countries are at risk of flooding, such as Bangladesh or Pakistan or have frequent destructive weather, again like Bangladesh or even the Southern United States.
Natural Disasters cause poverty by destroying business and communications (roads and railways) as well as killing people and destroying schools and hospitals. Even rich countries like the U.S. are not immune.
Bangladesh has already been mentioned for the damage it receives by flooding every year as well as monsoon rains. It makes it difficult to develop businesses and lives when they are constantly being damaged.