Broken filters / holders.
The filter holder is designed to 'break away' from the adaptor ring if knocked or stressed when in use - this will protect your lens and camera from stress and possible damage, but it also means that the holder can possibly fall from the ring whilst you are walking / climbing between locations. A stumble or a step down from a rock can shake the filters from the holder, or remove the holder from the ring, resulting in lost or damaged kit, and much annoyance.
The simple way to avoid this is to remove the holder and filters from the lens as you move around, even if it's only a few feet. It takes no time at all to do this, and could save a lot of heartache.