What kind of sports do compound fractures most commonly occur in?

Higher energy...: These types of fractures can occur in any sport if the mechanism of injury involves a high degree of force. Classically, higher energy sports such as football, rugby, lacrosse, and extreme sports (bmx, skateboarding, motorcross, etc) account for many of these injuries. Again, it can happen in any sport or even with a simple fall if the forces are high enough.

Depends on location: Dirtbikes seem to be popular out here in the desert. Snowboarding sometimes, since also near mountains. California is blessed with varied terrain and the injuries from it.