On Grey's Anatomy Season 9, Episode 1: "Going, Going, Gone" we saw that Cristina (Sandra Oh) was the one doc who actually left Seattle Grace-Mercy West for elsewhere (in her case, the Mayo Clinic in Minnesota, where she does not fit in with their fluffy anti-ego philosophy).
So why did she leave when everyone else stayed? Season 9, Episode 2 explored that question.
First, we learned that after the crash, she went into a state of "reactive psychosis," and was non-responsive for a while (except when people tried to help her, when she would lash out). Eventually, she started to come out of it, and then she opened up to Owen (Kevin McKidd) about the traumatic four days she spent at the crash.
And traumatic they were. She spent four days without sleep, trying to save Mark (Eric Dane), trying to keep animals from eating Lexie (Chyler Leigh), drinking her own pee ... yeah, not good stuff.
So, once she eventually got herself to a mentally stable place, is it any surprise she finally decided to say bye-bye to Seattle? Mer (Ellen Pompeo) accused her of running away, and Cristina agreed: "Yeah, I am, I'm fleeing."
She was fleeing the city where bad thing after bad thing has happened to her and her friends. She was fleeing the memories. She wanted to try to start over.