We found a great video describing hazards from an MRI machine, and how to deal if they occur. We used to think that the only real safety problem is flying metal objects pulled in by the strong magnetic field. It turns out that because of the supercooled and superconducting properties of the magnet, other not-so-fun issues can come up due to a malfunction, like boiling liquid helium, suffocation due to lack of oxygen in the room and chance of an explosion due to highly oxygenated air.
Watch the amusing and educational video here.