Most homeowners insurance policies cover fire/lightning, windstorms/tornadoes, hail, and the weight of snow and ice. Volcanic eruptions are also covered. Tornadoes and thunderstorms that produce strong winds can do terrible damage to your home. In many cases, lightning also plays a role in these storms. All of these natural disasters are normally covered in your homeowners policy.
Ice, snow, and hail can also cause extensive damage. The extreme weight of ice and snow as it builds up on a roof can eventually cause it to collapse. Hail can chip away at shingles and leave small dents or divets in your siding.