Physical Danger
If you're the type of zoologist who actually does fieldwork, then there are dangers galore. You'll most likely be in wild environments cut off from civilization. Severe weather—that could kill you. Sickness—that could kill you too. The very animals you're studying—some could make mincemeat out of you. It's kind of hard to explain to a grizzly bear that you have its best interest at heart.
Zoologists in lab settings face danger too, since they handle toxic chemicals and specimens that might be diseased. One slip of a syringe and suddenly you're infected with an incurable illness. Oh, well, that'll be good motivation to speed up the process of finding that cure.
On the other side of things, some zoologists primarily work in universities, so there's not nearly the same amount of physical danger. Sometimes freshman can get pretty unruly, but they won't viciously maul you or give you a rare disease...at least, they probably won't.