Treehugger has a great article out, Beyond Parabens: 7 Common Cosmetic Ingredients You Need to Avoid.
As a brief teaser, the article includes fragrance as well as Polyethylene glycol, which they say, "while PEGs can be mild irritants, they're less than desirable primarily because they help traffic funky chemicals across your epidermis."
Nanoparticles are another one to watch out for. Although the jury is still out on its danger, the Consumers Union states that "consumers must be aware that nanomaterials are being put into sunscreens with very little evidence about their safety and relative efficacy."
Phenoxyethanol is a ubiquitous preservative and "is classified as an irritant by the European Union and a restricted substance in Japanese cosmetics. According to its Material Safety Data Sheet, which refers to 100 percent concentration, phenoxyethanol is not only harmful if inhaled, swallowed or absorbed through the skin, but it can also cause reproductive defects and nervous system damage. In cosmetics, concentrations are typically less than 1 percent, but your exposure to the ingredient could be compounded depending on how often it rears its head in the products you use."
Triclosan, the antibacterial found in many cleansers, is classified by the EPA as a probable human carcinogen. "Linked to cancer, developmental defects, and liver and inhalation toxicity, overuse of this hormone-disrupting pesticide—yes, pesticide—can also result in strains of drug-resistant superbacteria."
To get the full skinny and the rest of the list, made sure you check out the article.