Not the best example since there was a severe earthquake in Pompeii in 62 AD. They were still rebuilding in 79 AD when the town was destroyed by Vesuvius.
If they had taken the matter seriously, they'd not have rebuilt there. We know some Romans recognized the mountain as a volcano years before the eruption, but if there were any warnings associated with this recognition, they seem to have gone unheeded.
(Also, earth quakes are/were pretty common throughout Italy. This perhaps contributed to complacency.)
