jim cramer has said before that one shouldn't have a position you can't afford to spend an hour/week investigating. however you may feel about his financial wisdom otherwise, this point seems sound. in this case, that'd mean an hour/week for each currency, reading up on that country's economics. you might have that kind of time, i don't know. first world western countries' currencies are very stable, and change slowly over time, their values increasing and decreasing by slow degrees. if the dollar, euro, or pound suddenly went horribly south, the rest of the world would definitely feel it, and their currencies would also likely plummet. so there's no safe harbor abroad for currency.

consider instead gold, silver, platinum, and jewelry. since we're talking about an 'escape scenario', they might be your best option. mr. wemmick in 'great expectations' had a not-terrible plan in terms of an unstable economy: he had gems and jewelry pinned under his lapel, and frequently touted the value of 'portable property'. this might be a better route to take than currency since it doesn't fix a destination, it's easily liquifiable, and very portable.