I've got two fortresses going right now: Ironwinds (around 7 years old, pretty standard wilderness site) and Helmfaith (approaching 1st winter, sinister biome with a two-layer aquifer).
Ironwinds: While hauling a ton of goblin limbs and old socks to the atom smasher, I got ambushed by goblins. One of my brewers, of course, panicked and ran toward the goblins (only a dwarf...), and a stray goblin managed to track down and kill a child, as well. About ten seconds later, I get a message that a child has been kidnapped.
After all this excitement, I noticed one of my miners was unhappy. Turns out he lost his wife and two of this three children in that ambush. Armok really had it in for this guy. What are the odds that I'd lose 3 out of ~150 dwarves, and all would be from the same family?
Helmfaith: I've been lucky on this embark so far. I've managed to keep my dwarves out of the thrall clouds with hatches over the central mine shaft and some heavy-handed use of burrows. Other than a couple ogres and some thralled groundhogs, I haven't seen much deadly wildlife. No typical undead so far. I'm doing farming in the caverns and I've managed to cage some valuable animals, including a giant cave spider. The first two migrant waves and the outpost liaison made it to the fortress without incident. The caravan, not so much. They were about five tiles from safety when one of their speardwarves decided he needed to charge one of the thralled groundhogs. You can guess how that turned out. Now the speardwarf (or should I say spearmaster) thralls are using the thralled caravan animals as punching bags, biding their time, waiting for me to let my guard down...