One environment the capsules definitely can't land on is steep mountain slopes. If the capsule starts rolling down the slope, there's very little the astronauts can do. This will include glaciers, buildings, generally once the capsule makes the touchdown, it better not continue falling.
Forests with tall trees (like Amazon jungle) may prove lethal, as the parachute tangles, rips, and the capsule falls last 30-50m like a rock.
And of course places where you will die, no matter how you arrived. High voltage power stations, active volcanoes, ISIS training camps, minefields, generally anywhere you wouldn't want to land by any other means.
The astronauts are equipped for survival in even quite harsh environments, and the capsules are quite sturdy, plus most of the world is rather friendly towards space programs, but imagine you've got the best survival gear and a sturdy shelter, but then you appear in a completely random place in the world...
Generally though, mountains, due to large surface they cover, pose the most danger.
(also add atrophy from long time in microgravity; the astronauts won't be likely to walk away on their own, to e.g. find help if they are stuck in the middle of Amazon forest, or Sahara).