It's quite annoying having to discover through experience (and the mocking taunts/irritation of your fellow raiders) all the vast ways that KILLING SPREE can instantly/nearly instantly kill you in Siege of Orgrimmar. So, if you have any obvious mentions, I'm sure people will appreciate it.
Normal & Heroic IMMERSEUS: His "back" is at the door to the Golden Lotus trio (They pledged their LIIIIIIIIVES~!). No matter which way Immerseus is facing at the time, that door is where Killing Spree will take you. Badly timed, you will pop KS and teleport over there, drop a puddle under you, and maybe die before KS is done. Always watch when the puddles are coming. At the very start of each appearance, the Puddle will drop under you in about 3 seconds. Just enough to tap the boss (trinkets/enchants/etc proc), and in second 2, pop Killing Spree. If you've glyphed it to send you back where you came from, you should be back where you started before the puddle drops. If you're late, the puddle will only get you for 1 tick or so before you teleport back. The puddle should be long gone by the time KS can be used again. On Heroic, getting the debuff just as you popped KS will add tons of stacks to you within seconds, and pretty much kill you instantly. Always best to use Killing Spree the moment the boss appears to avoid this.
NORUSHEN: Instead of Killing Spree teleporting you to the "back" of the boss, it drops you smack bang in the middle... where the BLIND HATRED laser beam insta-kills you, no matter where it's pointing. However, using Cloak of Shadows immediately before you pop KS will immune you from the laser beam. If you don't, also be careful if Blade Flurry is on, as it might send you to an add that's near the beam.
GALAKRAS: The 2nd mini-boss on the ground (1st being Snake-Girl) is "High Enforcer Thranok". His special ability is a whirlwind/stomp, which is announced by a dust cloud circle under him, going out as far as his whirlwind will reach. Bad time to Killing Spree. just sayin'. Also, Galakras has FLAME OF THE GALAKROND, which targets you before sending out his fireball. You should be putting some distance between you and the boss, allowing it to go through other players before hitting you... which won't happen if you Killing Spree and are stuck inside him for the entire cast time. Not exactly a guaranteed 1-shot, but very, very dangerous to you and everyone else.
JUGGERNAUT: The boss sends 3 waves of ground spikes out from under it, and off in different directions. Using Killing Spree will put you right under the boss, and having all three ground spikes appear under you at once will hurt massively... as will using Killing Spree when one of the lines, having left the boss, decides to do a U-turn and go back under the boss again. Using glyphed Cloak just beforehand should solve that problem, if you're not reserving it for the knockback. Assuming I haven't turned it off somehow in the options, there is no DBM warning saying the ground Spikes are coming... so you've just got to pay attention to see if you need Cloak or not. Also, glyphed Killing Spree is handy in case the big red circle targets you mid-Killing Spree. But that would be incredibly unlucky, and could just as unluckily take you back to a red circle you only just left. I don't bother.
Normal & Heroic DARK SHAMANS: Specifically, Haromm. Literally every ability they have can kill you if you Killing Spree during it.. but the FOUL STREAM is the no.1 killer. If it targets you mid-KS, the Dark Shaman will keep turning around to face you every time your KS teleports you to their back, which means the boss will keep turning this way, then that way, then this way, then that way... BOOM. Foul Stream killed you and probably at least two other people. If you EVER use Killing Spree in this fight, make sure there's plenty of time before the boss casts Foul Stream. Ashen Wall is also bad, because it will appear where the boss is, and you will teleport right into their back, which (assuming the tank is good) is now at the Ashen Wall. Those things can 1-shot you, Evasion or otherwise. On Heroic, he has Iron Tombs pop under you, which can send you flying into the Ashen Wall for laughs. As for Kardriss, her slimes have an aura which hurt you if they're near you... but you shouldn't be using Killing Spree on them anyway. Leave them for the range dps.
NAZGRIM: at 30 rage, his HEROIC SHOCKWAVE leap sends him at a random target and leaves erupting fire lines. If the boss is standing in any of these lines while you're KS'ing him... boom. Ouch. Hopefully the tanks drags him out of there each time, but it's still best avoided. Also the Ironblade add's whirlwind spin is obviously a bad Killing Spree target. Leave them for range dps.
MALKOROK: Killing Spree actually puts you behind the boss, so you're safe from every ARCING SMASH... but BREATH OF Y'SHAARJ covers almost everything, so if you didn't Cloak immune just before Killing Spree... you're dead. The slime adds can also sometimes move in front of the boss, so if you're using Blade Flurry with Killing Spree, it's possible to teleport into his Arcing Smash if the slime add moves there. Keep an eye on DBM timers, or just pay attention.
SPOILS: The big Mogu adds have an AoE that should be Feint'd, but it's not a 1-shot, so Killing Spree during it shouldn't instant-kill you unless you're undergeared/unbuffed. One of the initial Pandaren spirit adds runs and leaves a trail of fireflowers on the ground, so using Killing Spree and being stuck to his back as he runs through those could hurt severely... but again, not necessarily 1-shot you. On the Mantid side, there are amber puddles and tornadoes to keep track of, and Killing Spree (Blade Flurry or not) can send you into all of them at once, but gear/quick heals will help you survive them. No instant kills, but plenty of close calls.
THOK: Glyphed Killing Spree will get you out of the tail's way and back to safety at the side of the boss. NEVER use Killing Spree during the focus chase phase. Instant kill. As usual, it shouldn't be... but it is. I guess his bum has big chompy teeth, huh?
Normal & Heroic SIEGECRAFTER: If you're on the belts, being stuck mid-Killing Spree as the armaments pass through the fire lines can hurt... not that I would know. I'm lucky to be on the boss every time. I assume Cloak will immune you from the fire lines. As for the boss, using Killing Spree can kill you when mines appear on the boss and target you (standing 2 feet away), and also on Heroic, when the magnet starts sending the spinning blades outwards and back inwards back onto the boss, right onto you.
Heroic PARAGONS: Hisek now has RAPID FIRE, which sends slow fireballs out all around the room. Mid-Killing Spree, that's 5 slow fireballs right on you, and possibly five more a second or two later. Either way: guaranteed death. Iyyokuk's FIREY EDGE fire lines are on eight people now, so being on the boss mid-Killing Spree can be bad with interescting lines on you, the tank, and anyone nearby. Kil'Ruk has REAVE (spinning, sucking whirlwind), so that's an instant 1-shot.
Normal & Heroic GARROSH: Using Killing Spree when an Iron Star is headed your way is obvious suicide. Use Killing Spree only on Garrosh (before the adds turn up), since the adds don't have an aggro table, and instead target whoever's closest to them. With Blade Flurry+Killing Spree, having you teleporting from add to add is just risking being 1-shot by the Warbringer adds, unless you're geared nicely and can survive a hit from them. During the intermission realm transition phases, let me reveal to you my discovery: GARROSH'S ANNIHILATE CAN HIT YOU, MID-KILLING SPREE. This happened to me only once, and enraged me at the time. It has never happened before or since (because I stopped doing it), but it seems the Annihilate frontal cone either includes the area right under his feet, or lag may result in him turning around after, and maybe your Killing Spree putting you behind him and into the still-lingering Annihilate cone. or not. I don't know. I had no explanation. Every Killing Spree put me behind the boss and kept me safe from his frontal cone every time... except that once. I thought maybe it was the AoE, but I had the buff, and it hit me for more than 700K, and my corpse dropped to the ground... still behind him. Maybe it was a split-second of Australian lag, oblivious to the naked eye? I dunno. Better to be safe than sorry and waste a rez. Moving on, WHIRLING CORRUPTION can kill you if you're stuck in Killing Spree, but Cloak immune will get you through it easily. On Heroic P4, only ever use killing Spree inbetween MALICE. Garrosh's size is much bigger now, and Killing Spree puts you too far inside his hitbox, and you don't want to be the one chosen for Malice when that happens. Everyone needs to be stacked.
Well, that's all I can think of, off the top of my head. If you can think of other cases where the Combat Rogue's ultimate signature ability can KILL US, mention it below!