The next generation of accelerators for Megawatt proton and heavy-ion beams moves us into a completely new domain of extreme specific energies of up to 0.1 MJ/g (Megajoule/gram) and specific power up to 1 TW/g (Terawatt/gram) in beam interactions with matter. This paper is focused on deleterious effects of controlled and uncontrolled impacts of high-intensity beams on components of beam-lines, target stations, beam absorbers, shielding and environment. Two new experiments at Fermilab are taken as an example. The Long-Baseline Neutrino Experiment (LBNE) will explore the interactions and transformations of the worlds highest-intensity neutrino beam by sending it from Fermilab more than 1,000 kilometers through the Earths mantle to a large liquid argon detector. The Mu2e experiment is devoted to studies of the conversion of a negative muon to electron in the field of a nucleus without emission of neutrinos.