If your computer gets hit directly by lightning, I think you have bigger issues... :P
Joking aside though, let's say you get a massive power surge that blows out your computer - MOST likely this same power surge is going to also blow out your external drive assuming a few things:
:: Are they plugged into the same power source (I'm assuming you're using a decent surge protector)?
:: Are the currently connected at the time of the surge (USB, Sata, Whatever)?
:: Are they in relative proximity to each other (different sides of the house connected wirelessly or something like that)?
The safest option if you are really worried about this kind of thing is to invest in some serious cloud storage - there are literally hundreds of services that are very cheap (as low as like $2 per month) for hundreds of gigs of storage. Of course, this also means that whatever data you're storing is "out there."
That said, if there is a power surge and it blows out your computer, hard drives are most often still recoverable after a system gets a surge - even if the control unit in the HDD is out, the actual drive is not necessarily ruined unless the surge also acted as a magnet/demagnet.