Hrm... lets see, non-mood non-fortress-ending-invasion deaths.
1.) "Hunting" - I always turn this off now, because they seem to love finding the most dangerous animal on the map and getting mauled by it. Also leads to being in the middle of nowhere when the orcs come.
2.) "Fishing" - but only if you handle it poorly. Seriously, zone-only fishing plus a safe water zone near the military... they don't need to go halfway across the map to fish when what they actually catch are the invisible fish that appear whenever there's water.
3.) "Masonry" - "opps, I designated too many walls at once and forgot to check for stuck masons afterward." I've also lost 4 between two forts to a stupid glitch (apparently a bridge can't support walls off its edge, but masons think it can and go ahead and build it... and it then instantly falls into the bottomless pit the bridge spans and the placing mason and the guy walking past him decide the only response to this tragic loss of masonry is to... jump in after it?)
4.) "Miner" - I've never actually lost a miner to a flood or magma (got close once with a flood, but he swam to a door and survived) but it's a danger, plus one of them has to breech the HFS.
Anything else... I guess butchery, tanning, and outdoor farming tend to make my dwarves more likely to get in bow range of invaders heading for my entrance before my anti-sniping measures are done, and of course the military will always have casualties, but nothing else strikes me as having risks unique to that profession.