This can also apply to other types of sever weather such as blizzards, hail, etc.
I'm not a historian, but here's a past thread that deals with your question! I hope you find some answers there, and that more come along here!
A further question I have is what sorts of mythology was attached to unexplainable natural events? Earthquakes in CA, Nor'Easters in NYC, massive floods in New Orleans...etc.
I've often wondered what they did in the aftermath of a blizzard. When a storm came, it could last an afternoon or a day. No forecasting.
You may be interested in our FAQ section on How did earlier civilisations deal with hurricanes and tornadoes?