Since the large majority of the North American plate west of the Rockies is fractured, the seismic effect of earthquakes is limited to local areas. However, the North American plate east of the Rockies is comprised of more-or-less a single plate. This is why faults like the New Madrid has the potential to be so devastating over a much larger geographic area.
Even small quakes, like the recent ones on the Atlantic seaboard are felt over such a wide area.
Matter of fact, I'd be more worried about the New Madrid than I would the San Andreas. At least the San Andreas leaves a chance for a city to recover (Long Beach/San Francisco) but the New Madrid has eliminated entire towns, re-arranged the landscape and forced the Mississippi river to flow backwards...