Lots

Some examples:

• anyone that can teleport, for example most Demons, can just teleport into the sphere and then do violence to you. Most creatures have to use standard actions to teleport, though, so you're still pretty safe.
• Transmute Rock to Mud + optional follow-up Transmute Mud to Rock = a bad day for you
• Stone Shape can crush or entomb you against your own sphere with the ground you are standing on.
• Hungry Pit et al. similarly make your hemisphere a deathtrap
• Earth Elementals and other creatures with Earth Glide or burrow speeds can just walk over and punch you in the face. Same for incorporeal creatures.
• Creatures with sight-based rather than Line-of-Effect-based attacked can still cause you problems, e.g. Basilisks, Medusae, Bodaks
• Creatures with auras may still cause you problems, dependant on how your GM resolves the SU/EX abilities and Line of Effect situation. By the rules-as-written, SU abilities don't have line-of-effect restrictions inherent in their use, unlike spells, and so things like e.g. Frightful Presence but also e.g. Shroud of Flame function fine through your force barrier (and in the latter case through normal walls as well). Some abilities clearly expect things to work this way (e.g. dragon frightful presence and glass windows) but other abilities clearly expect things to not work this way (e.g. Shroud of Flame and 10-foot-thick insulated adamantine walls). Usually it will depend on what direction the first problematic ability is problematic in in each campaign; it is to your advantage then that this be manufactured so that you try to use an aura through solid rock before the first dragon-through-a-window situation comes up.
• Laser weapons, up to and including the X-laser, ignore force effects entirely and thus can shoot you without issue unless you are also invisible. Also, if your DM is silly and rules 'centered on you' means the middle of your space rather than a corner, enemies can reach you with a laser torch.
• Diplomacy checks can pass through the wall, and potentially be seriously life-threatening for you. They typically take a minute, however, and that's longer than your spell probably lasts, probably.
• Polymorph Any Object can turn the floor into lava. Or air. Or bees. The sphere is also only nearly watertight, not airtight, so there's a good chance PaO can instead turn the air inside your bubble into lava or the stuff the sun's made of or gelatinous cube or green slime or whatever.

Basically, the biggest problem is that you are still standing on a floor and floors can be dangerous. Beyond that, lasers, eye-based attacks, and auras can prove problematic. Emergency Force Sphere renders you immune to almost everything but still lacks the complete protective power of e.g. Plane Shift, with the immense benefit that you can cast it off-turn.