There are different geological features in those places.
For example, the reason why earthquakes happen so much in Japan, is because of the fault line, where two plates meet. If those two plates slide with each other, they cause earthquakes. Earthquakes then can cause tsunamis. Volcanoes also are commonly found at plate boundaries, because of all the magma activity in those areas.
Another example is with the tornadoes and the midwestern US, otherwise known as Tornado Alley. Tornadoes form when cold, dry air and warm, moist air hit. There are many tornadoes in Tornado Alley because Canada brings cold, dry air and the Gulf of Mexico, warm moist air.
Last example: Hurricanes normally form around the equator, over oceans, because they run on warm water. This is why they often hit the south east of the US and the areas around there. They slowly die off when heading to colder areas, (heading more north or more south). They also die off when heading to areas over land, because they don't have that warm water as fuel.
