Forest spiders. They appear in groups of three (immediately being replaced by another if the last group leaves or dies).
They wander harmlessly around as long as I watch them, but as soon as I turn my back they become enraged and start tearing dwarves apart.
My one fully armed and armored military dwarf can handle them easily, but always takes too long to get to the carnage.
I've sealed the entrance until I can get some cage traps set up, maybe prevent more from spawning.
I embarked on the shore of a lake, only to find that it's frozen, and my dwarves have parked the caravan in the middle of it. This is going to have to be the quickest unpacking of a caravan ever...
This for me always becomes a wonderful game of "guess how long I have until the lake thaws", weighing the loss of certain items against the loss of the dwarves.