Everything from popped off fins to broken fins and bent body tubes.
Materials are almost always whatever came in the kit, and I usually use the adhesives recommended in the kit instructions unless I know better (like staying away from CA in any use that will be subject to shocks). I double glue and fillet my fins, usually with epoxy putty.
One modification I almost always make is to put a spill hole in the chute. It's small, though, just the size printed on the chute, so it doesn't speed up the descent much — but it does reduce any impact from wildly swinging under an unstable chute.
I've had fins come off both through the wall and surface mounted. I've had thick balsa fins that cracked or broke. (I'm not counting the inevitable dings, dents wnd chips here, I mean legitimate big cracks or chunks broken off.)
It seems when I strengthen the build, the damage moves from simple repairs (popped fin) to more complex repairs (broken fin, damaged tubes). But when I make the chute a little bit bigger, the problem goes away.
In short, I believe that my construction techniques are superior to what Estes should be expecting from the average kid building one of their kits with no guidance other than the instructions. And even that kid would be reasonable to expect their rocket to survive landing. (Which they probably can, if they live below 5000' elevation. And compared to lower elevations, hardly anyone lives up here.)
For what it's worth, I didn't have this problem flying from 4000’ as a kid in the 1970’s. I'm pretty sure my building techniques now are better, not worse! Which is why I thought it must be that the chutes are too small for the thin air, but found that surprising since the kit companies themselves are at high elevations. It makes sense though for them to design for the vast number of people at lower elevations rather than a handful of people who live in the mountains.