I've thought about the same thing, and a few possibilities come to mind.
Vermont has large wilderness areas and extremely liberal gun laws. It is near New Hampshire, Canada, and lots of other places to retreat to.
Not being tropical (like my state, which is Florida), there should be no hurricanes, tornadoes should be very rare, and few tropical diseases (like malaria, zika, etc.).
If you are concerned about global warming raising the sea levels, Vermont has enough mountainous terrain to allow one to escape encroaching waters. New York City would be a tempting nuclear target, though, although a couple hundred miles should provide enough safety from fallout. Most military targets like ICBM silos are in the western states, so you should be good there.
Vermont gets very cold in winter and has blizzards, of course, but this can work to a prepper's advantage. There is something to be said for winter weather weeding out the vicious, desperate hoards while the prepper hunkers down in an unobtrusive, remote area.
Vermont doesn't seem prone to earthquakes or volcanoes, and the culture seems to include people who are conservative, self-reliant, and stable.