Though their tent walls were so thin that wind blew right through and agitated cigarette smoke within, Shackleton and his crew were fortunate in having tents, for there is no shelter to be found on the sea ice. There is neither wood to build structures nor sufficient snow to erect igloos or dig snow caves.
Even if you have a decent shelter, dangers exist. Six weeks into his 1934 attempt to overwinter alone in the Antarctic in a prefab hut buried up to its roof in the snowpack, Admiral Richard Byrd began suffering headaches and loss of concentration. His condition grew so serious that those in radio contact with him realized he was not himself and airlifted him out. Turns out he was suffering from carbon monoxide poisoning (see Survival Stories). A colorless, odorless gas that is the product of incomplete combustion, carbon monoxide was leaking from Byrd's generator-powered stove.
Ironically for a frozen environment, fire is one of the biggest threats in Antarctica, even within tents. In 1984, a scientist in a remote field camp tried to refuel a stove inside his tent, where another stove was already burning. He thought that fuel could only ignite if it came in direct contact with flame, but fumes already accumulating in the tent and from a few spilled drops suddenly ignited. Before he managed to escape, the scientist was severely burned on the hands and face, and had to be airlifted to New Zealand for treatment.