Molecules that behave as danger signals are produced when the body is perceived to be under attack, and they alert the immune system to the problem. The immune system can then mount an appropriate response. Two molecules that have received attention as potential danger signals are heat shock protein 72 (Hsp72) and high mobility group box 1 (HMGB1), which are intracellular proteins but are released when cells are under stress, in particular, when necrosis occurs. This review considers the similarities between these two molecules and then contrasts their mechanism of action and problems that can arise when they are overpresented in the extracellular environment. It is proposed that Hsp72 and HMGB1 are members of a suite of danger molecules that provide a fingerprint of the threat, or stressor, to tissue or organism integrity.