For example, take a look at the nose of a Harrier and you'll see what looks like a little weathervane. When a Harrier comes in for a hovering landing (the prefered technique), it's quite sensitive to crosswinds. Those big air intakes are ahead of the center of gravity, so if the plane starts to yaw, the thrusters have to catch it quickly. If not, the pilot could lose control. Several early Harriers crashed for that reason. Any power loss during hover can be disasterous, too. If you look at a Harrier canopy, you'll see lines running through it. That's primacord, an explosive designed to shatter the canopy. If you lose power during landing, there's no time to jettison the canopy. The primacord detonates and the pilot ejects through the canopy.

Harriers are also vulnerable to ground fire due to their lightweight structures. They simply can't take a lot of damage. Those 4 nozzles, especially the back 2 where the turbine exhaust exits, make dandy IR sources for heat-seeking missiles, and a hit by one is going to take out critical systems.

I once heard one cynic say that the easiest way to get a Harrier of your very own is to buy 10 acres outside a Marine air base and wait for one to crash on your land. That was cold.