Say you're participating in a lending protocol utilizing some form of on-chain price oracles (ie smart contracts exposing updating data), such that gaming of some particular third decentralized exchange would manipulate the pricing data and could thereby affect your position (triggering liquidation or whatnot).

Say you're holding some on-chain stablecoin backed by other tokens. Issues with contracts of those tokens could tank their value and thereby affecting your stablecoin value.

It all comes down to introduction of points of trust in interconnected systems. Tale as old as time.