I've got a "fire box" that I keep all my important stuff in. It's fire-retardent and has already made it through one fire, so a copy of all our photos and dvd are going in there, I'm also backing it up online, giving copies to my mum and as over the top as it sounds, potentially putting a copy in a safety deposit box. There's a few other things that I've been saying for years I need to put into a safety deposit box, mostly family keepsakes that I'd be devastated if I lost so thinking if I do it, I'll just add in the wedding photos to be extra safe.
One thing I'd definitely suggest for you ladies, if you've only got hard copies, make sure they're stored properly! Acid free paper and somewhere not damp, poor DH pulled out his childhood photos to show me only to find they were all ruined, moisture got to them and the colours ran