Chlorine. Ammonia. My local fire department has the locations and specs for all such nasties. Many years ago, chlorine leaked and the local police set up roadblocks. In another case, some nitwit launched a flare that landed on a meat packing plant. They had an ammonia refrigerator. One squad of fire-folk was dispatched to guard that fridge.The media get clicks from turning fairly innocent and sensible comments into a big story, which isn't actually there.
Have a week or so of food/water stashed just in case (for ANY kind of emergency, could be as mundane as bad weather) and you can't go wrong. Beyond that, nothing to panic about.
Shelter in place can happen in urban areas.
I agree with Chris that a few days' worth of food and water are mostly all you need. I recommend that in urban areas one add a bunch of plastic sheeting and rolls of duct tape to shelter in place.