I've worried about fires, tornadoes, volcanos spewing lava and destroying my home... etc. a lot. I used to be very materialistic but I kind of grew out of it, but even more so I worried about saving my pets in those situations. But since I don't have to worry about them this time...
I'd grab my laptop, of course. I can't live without it, honestly, as it's a connection to the only true friends I have as well as just the things I enjoy doing. I'd be pretty depressed without it, as lame as that sounds.
Next I'd be Elflady stuffing books in a box, only I'd be doing it for my drawings. I'd be devastated to lose my old work.
Then finally I'd grab either my old teddy bear, or my white tiger plush. I honestly don't know which. I have a lot of things of value in my room, especially some Limited Edition and rare stuff that would probably be difficult, if not impossible to replace, but those two have a lot of sentimental value to me since they're part of my childhood.
There are other things I'd hate to lose, like my guitar, VHS collection, Pokemon card collection, and katana, but at least the guitar could be replaced (and the Pokemon cards with a few hundred dollars), there's the internet to watch the old shows, and the katana's metal so it might survive. XD