As is well known, the General Set Comprehension Principle (any class is a set) leads to the Russell Paradox (the class $x \notin x$ cannot be a set). As a result, set theories must restrict the Comprehension Principle to avoid self-reference. For example, in the case of ZFC, this is done by enumerating a small list of "safe" comprehension schema such as Separation.
Does General Comprehension lead to other types of paradox than Russell's? Or is this basically the only thing that can go wrong?