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Here are the 10 deadliest earthquakes of the 20th century with Dow closing prices. I only have Dow data back to 1930 but I can't say the US market has seemed particularly phased.

Tangshan: China
July 28, 1976
242,419 killed

27-Jul-76 984.13
28-Jul-76 981.33
29-Jul-76 979.29
30-Jul-76 984.64
02-Aug-76 982.26
03-Aug-76 990.33
04-Aug-76 992.28
05-Aug-76 986.68
06-Aug-76 986
09-Aug-76 983.46
10-Aug-76 993.43
11-Aug-76 986.79
12-Aug-76 987.12
13-Aug-76 990.19
16-Aug-76 992.77
17-Aug-76 999.34
18-Aug-76 995.01

Nanshan, China
May 22, 1927
200,000 killed

No data

Kansu, China
Dec. 16, 1920
180,000 killed

No data

Messina, Italy
Dec. 28, 1908
160,000 killed

No data

Tokyo/Yokohama, Japan
Sept. 1, 1923
142,807 killed

No data

Kansu, China
Dec. 25, 1932
70,000 killed

22-Dec-72 1004.21
26-Dec-72 1006.7
27-Dec-72 1007.68
29-Dec-72 1020.02
02-Jan-73 1031.68
03-Jan-73 1043.8
04-Jan-73 1039.81
05-Jan-73 1047.49
08-Jan-73 1047.86
09-Jan-73 1047.11
10-Jan-73 1046.06
11-Jan-73 1051.7

Yungay, Peru
May 31, 1970
66,800 killed

29-May-70 700.44
01-Jun-70 710.36
02-Jun-70 709.61
03-Jun-70 713.86
04-Jun-70 706.53
05-Jun-70 695.03
08-Jun-70 700.23
09-Jun-70 700.16
10-Jun-70 694.35
11-Jun-70 684.42
12-Jun-70 684.21
15-Jun-70 687.36
16-Jun-70 706.26
17-Jun-70 704.68
18-Jun-70 712.69
19-Jun-70 720.43

Quetta, India
May 30, 1935
50,000-60,000 killed

29-May-35 111.85
31-May-35 110.64
03-Jun-35 111.45
04-Jun-35 113.58
05-Jun-35 113.92
06-Jun-35 113.54
07-Jun-35 114.01
10-Jun-35 115.89
11-Jun-35 117.08
12-Jun-35 117.14
13-Jun-35 117.89
14-Jun-35 119
17-Jun-35 118.67
18-Jun-35 119.32
19-Jun-35 118.12
20-Jun-35 117.24
21-Jun-35 119.48
24-Jun-35 120.04

Armenia
Dec. 7, 1988
over 55,000 killed

06-Dec-88 2149.36
07-Dec-88 2153.63
08-Dec-88 2141.71
09-Dec-88 2143.49
12-Dec-88 2139.58
13-Dec-88 2143.49
14-Dec-88 2134.25
15-Dec-88 2133
16-Dec-88 2150.71
19-Dec-88 2172.68
20-Dec-88 2166.07
21-Dec-88 2164.64
22-Dec-88 2160.36
23-Dec-88 2168.93
27-Dec-88 2162.68
28-Dec-88 2166.43
29-Dec-88 2182.68
30-Dec-88 2168.57
03-Jan-89 2144.64

Iran
June 21, 1990
over 40,000 killed

20-Jun-90 2895.3
21-Jun-90 2901.73
22-Jun-90 2857.18
25-Jun-90 2845.05
26-Jun-90 2842.33
27-Jun-90 2862.13
28-Jun-90 2878.71
29-Jun-90 2880.69
02-Jul-90 2899.26
03-Jul-90 2911.63
05-Jul-90 2879.21
06-Jul-90 2904.95
09-Jul-90 2914.11
10-Jul-90 2890.84
11-Jul-90 2932.67
12-Jul-90 2969.8
13-Jul-90 2980.2