Plenty of things in the System.Net, System.XML, System.IO, (anything that takes a URI and/or file path and actually deals with the resource they identify) System.Reflection, System.Security, System.Web, System.Data and System.Threading namespaces can be dangerous, as in they can be used to do bad things that go further than just messing up the current execution. So much that it would be time consuming to try to identify each.
Of course, every method in all third party assemblies will have to assumed to be dangerous until shown otherwise. More time consuming again.
Nor do I think it's a particularly fruitful approach. Producing a checklist of functions only really works with a limited library, or with a large-language where a lot of what would be in a library with a language like C# is in the language itself.
There are some classically dangerous examples like Process.Start()
or anything that executes another process directly, but they are balanced by being quite obviously dangerous. Even a relatively foolhardy and incompetent coder may take care when they use that, while leaving data that goes to other methods unsanitised.
That sanitation of data is a more fruitful thing to look at than any list of functions. Is data validated to remove obviously incorrect input (which may be due to an attack, or may simply be a mistake) and is it encoded and escaped in the appropriate way for a given layer (there is too much talk about "dangerous" character sequences, '
never hurt anyone, it's '
not correctly escaped for SQL, that can hurt when it is indeed at a SQL layer - the job required to make sure the data gets in there correctly is the same as that to avoid exploits). Are the layers at which communication with something outside of the code solid. Are URIs constructed using unexamined input, for example - if not you can turn some of the more commonly used System.Net and System.XML methods into holes.