What are some instances where each character experiences danger in Lord of the Flies?

All the boys were in danger, of course, when they accidentally set the trees on fire. For this reason, Ralph makes a rule that fire must stay on the mountain, and if people want to cook then they can go up there to do it. Too many little fires, even for cooking, are too dangerous.
Henry, one of the little ones, experiences some danger when Roger follows him, alone, down the beach. Henry is enraptured by the tide moving in and the effects of his footprints and little stick runnels that he makes in the sand; they seem to trap bits of ocean life, and Henry enjoys seeing them and manipulating their positions with his superior size and power.
At the same time, Roger begins to pick up stones and throw them—throw them "to miss" the younger boy—near Henry. "Here, invisible yet strong, was the taboo of the old life." Roger does not throw the stones to hit Henry, but it is clear that he is testing and manipulating the child as the child manipulates the water. Henry turns "obediently" each time a stone falls, looking for its source, but Roger hides behind a palm so as not to be seen. Roger tests boundaries, and a "darker shadow" now creeps "beneath the swarthiness of his skin." There are some malicious impulses within him that have, heretofore, been checked by society, but as the boys' society breaks down further and further, Roger will present even more of a danger to others.
The boys encounter danger when order truly begins to break down. Jack and his hunters no longer seem to respect the authority once associated with Ralph and the conch. When Piggy tells Ralph to blow it again and "make'em do what [Ralph] want[s]," Ralph knows he shouldn't. He says,

If I blow the conch and they don't come back; then we've had it. We shan't keep the fire going. We'll be like animals. We'll never be rescued.

However, Piggy feels that they'll "soon be animals anyway." As order breaks down, as the boys grow more and more resistant to the authority represented by the conch, they all become endangered.

All of the characters are in danger through the entire novel; if the boys are not rescued, they will die on the island. This sense of peril is sharply sensed by the more astute boys, Ralph, Piggy, and Simon. Those who follow Jack try to live in the moment and pretend that they can hunt enough food to survive. Their refusal or inability to face reality increases the danger that the more sensible boys face, to the point of constituting a threat to their safety and even causing Simon’s and Piggy’s death. Jack sends his hunters to raid their camp and steal Piggy’s glasses so he can control the fire making. Although Simon apparently falls accidentally to his death, it is also implied that the savage boys chased him to the edge. Near the end, when the savage boys pursue him, Ralph narrowly escapes being killed by the rock they push onto him. After they try to burn him out, although he is able to flee, it is actually the arrival of the adults that saves him.