The Yellowstone supervolcano

Recently there has been several earthquakes in Wyoming, which some experts have taken to mean that the chance that Yellowstone's supervolcano is about to erupt. As they say on Volcanic Hazards of yellowstone National Park

Eventually the unrest will culminate in a large earthquake or volcanic eruption.

This is a pretty scary read. The last eruption was 640,000 years ago (unless you're a YEC, in which case it was in early 2008).

The chance of an eruption any time soon is abysmally low, according to some geologists.

Park geologist Hank Heasler said the odds of a cataclysmic eruption at Yellowstone any time soon are astonishingly remote — about the same as a large meteorite hitting the Earth. The last such eruption occurred 640,000 years ago. The last eruption of any kind at Yellowstone was a much smaller lava flow about 70,000 years ago.
"Statistically, it would be surprising to see an eruption the next hundred years," Lowenstern said.

But if it should erupt, consider this:

A super-eruption has the potential to cover the United States in 3 feet of ash from a plume. Pyroclastic flow would engulf the greater part of three states, and there is evidence that the last major 'super' eruption plunged the world into a freezing, volcanic winter that lasted a decade. An eruption would devastate world agriculture, severely effect the distribution of food and cause mass famine.

This diagram shows the potential range of the total destruction.

Luckily, Las Vegas is located just outside this area of total destruction, so we'll be fine.