Europe to South Asia over land
All require some caution. Roads are poor in many areas and some are impassable in winter or in monsoon season. Various mountain and desert areas can be quite dangerous if appropriate care is not taken. So can some of the inhabitants. Most are friendly, curious and helpful, but the traveler needs some understanding of local customs and must take some care not to give offense.
 The Silk Road
All of the Silk Road routes travel through areas in which the political (and consequently security) situation can change within the blink of an eye, and really, things were far from perfect to begin with. The border areas of Iran-Pakistan, Pakistan-India, and obviously any border with Afghanistan in particular are currently quite hazardous. Consulting your countries' travel advisories and staying in tune with world news for signs of problems is a smart idea.
See also Silk Road
 Through Russia
 Russia to Iran
 Russia to South Asia via China