Nobody else has made much of a mention of physical security, yet. You may also like to consider the possibility of:
- Fire; do you have another copy of your private keys if your building burns down? Of course, storing additional copies adds additional risk of compromise.
- Natural disasters; depending on location, you may also need to consider the possibility of flood, tsunami, tornado, volcano. Also consider unnatural disasters such as war.
- Theft while unattended; if someone knew you had cryptocurrency of substantial value, might they just steal your computer hardware and read the contents of the hard disk? Is your password on a sticky note under your keyboard? (or on your monitor!)
- Theft while attended; ie if a thief held a gun to your head...
- Hardware failure; storage media gets corrupted sometimes, or just stops working.
- Advising next-of-kin how to access the funds, without compromising them in the meantime.
- Getting out of sync; if your backup copy is missing some of the most recent private keys, they are at risk. Using a deterministic wallet helps solve this one.
I know this isn't a complete answer, but each case will depend on individual circumstances and this may still be useful enough to deserve an upvote :-).