Placing one's self in life-threatening danger is a capital crime: Berachot 10b, Pesachim 111a
If one places one's self in danger, his blood is on his own head: Pesachim 111a, 112a (2x)
prohibition against keeping a potentially dangerous item in one's house: Ketuvot 19a-b
Being in danger causes one's sins to be brought up for judgment: Rosh HaShanah 16b
Relying upon a miracle: Megillah 7b; Ketuvot 61a-b; Kiddushin 29b, 39b
One may not extrapolate law for an ordinary case from the law in a case where danger is involved: Eruvin 91a
One should not stay to watch Tefillin which are left in a public area on Shabbat, if that could cause danger for him: Eruvin 95a-b
Ameimar, Mar Zutra and Rav Ashi were sitting before the palace of Persian King Yezdegerd, when food was brought past them. Rav Ashi saw that Mar Zutra was so faint that he was at risk of tzaraat. He gave Mar Zutra food from the platter, and then excused his actions to the Persian officers by saying he had seen bad pork in the dish, and he knew that by sampling the dish with his hand he would cause the king not to eat it. Indeed, they found such meat in it. Rav Ashi explained to the sages that he relied on a miracle only to save Mar Zutra's health: Ketuvot 61a-b
Rabbahdrank on Purim until he rose and killed Rabbi Zeira. The next day, he prayed and resuscitated him. Rabbi Zeira refused an invitation for the next Purim, saying that one cannot always have a miracle: Megillah 7b
Specific Physical Dangers
Taking the post-blood-letting meal lightly: Shabbat 129a
Getting on the wrong side of a young Snake, Student, or Nochri: Pesachim 113a
Slicing meat on the back of one's hand: Berachot 8b
Sitting on the bed of a non-Jewish woman: Berachot 8b
Sleeping in a house alone, and danger from a Lilith: Shabbat 151b
Leaving/Entering a Town at night: Pesachim 2a, 8b
Talking while eating is a choking hazard: Taanit 5b
Travelling alone at night: Pesachim 112b
Entering a new bath-house; it may collapse: Pesachim 112b
Standing in front of an ox as it returns from a meadow: Pesachim 112b