1) A massive volcanic eruption or asteroid impact could cause catastrophic damage and loss of life. Scientists monitor systems like Yellowstone caldera for signs of impending super-eruptions but the risks are hard to predict.
2) Fungal pathogens pose a major threat and could trigger a global food crisis if key crops were hit simultaneously. Climate change may worsen such risks.
3) Rare celestial events like nearby gamma ray bursts could also cause mass extinctions by damaging the ozone layer or increasing UV radiation. Nearby supernovas remain a low probability but high impact risk.