I'll join the chorus on woodside reefers, especially Atlas. The MTH can also be pretty fragile, especially the stirrups. The MTH is made worse by the fact that parts are all but unobtainable.
Some early K-Line reefers were made from the same parts as Intermountain kits. These things are super fragile - I don't even like to handle them myself, and I will never buy another one. I think the only one I still have is the Pig's Eye beer reefer - for a really cool beer car I'll put up with the fragility. You can usually get stirrups, grab irons, reefer latches, etc. from Atlas, but not MTH.
MTH Euro tank cars are surprisingly delicate. One of mine came out of the box with a couple of things broken. I sent it back to MTH for repairs, and they managed to break a couple more details putting it back in the box. These I can and will fix myself.
For locomotives, the 3rd Rail Cab Forwards are the kings of fragile. Look at one of those things and a part falls off. I had to reattach a cylinder exhaust pipe on one of mine that came off in shipping - on the way back from another repair at 3rd Rail! It had been properly packed in the original box.
Some of the newer MTH electrics also have fragile details. The Milwaukee Road boxcabs require special handling, and the Traxx unit has a lot of little doodads on the roof. I had to glue a couple of them back on right out of the box.