Taanis, Chapter 3, Mishnah 5. The Mishnah lists the calamities for which the alarm is sounded everywhere.
"Al eilu masri'in b'chol makom" - for the following things the shofar or the trumpets are sounded in every place.
"Al hashidafon" - a blight caused by an extremely strong wind or by harsh weather.
"V'al hayerakon" - a type of disease that strikes the grain crop.
"Al ha'arbeh v'al hechasil" - species of locusts that descend upon the fields.
"V'al hachayah" - a wild and dangerous animal that has come out and is liable to harm people.
"V'al hacherev" - invading armies.
For all of these - "masri'in aleha" - everywhere the shofar is sounded and a fast is declared.
"Mipnei shehi makkah mehaleches" - these are roving calamities, which are liable to strike anywhere, and therefore everyone is required to take part.
In summary: The Mishnah lists the calamities for which the alarm is sounded everywhere - blight, crop disease, the two species of locusts, dangerous animals and the sword - and explains that this is because each is a "makkah mehaleches," a roving calamity that is not confined to one place, and therefore the alarm and the fast are incumbent upon all.