What risks are there in a bone marrow transplant?

Many! It depends on the type of transplant, whether autologous (self) or allogeneic (other). In general, risks are infection, bleeding, liver lung and kidney problems, infertility, cataracts, heart damage, nerve damage, and chronic immune system dysfunction. These risks can be fatal.
There are many. The exact risks are dependent on the type of transplant chemotherapy or radiation given, who the donor is (self or somebody else) as well as how close the match is. There are some life threatening complications. There is a high infection risk, effects on the immune system and need for blood transfusions. Nausea, vomiting and fatigue are very common too.