Abortion is an invasive medical procedure, and while doctors who are trained, with both the right equipment and facilities can minimize the risks a woman faces when she has the procedure, there will always be risk. The procedure is close to the Uterine artery, so blood loss and bleeding to death are concerns. A condition called sepsis may occur where toxins from the excretory system get into the bloodstream. Infections can occur, as with any medical procedure. There is also often scarring, which can make it difficult for a woman to conceive a child in the future, should she make the choice to have children later in life. These are the most serious physical risks I am aware of, not taking into account the psychological effects of having an abortion.
It's such a controversial issue it is sometimes difficult to get medically reliable, unbiased facts. Here is one site from the South Dakota Department of Health that I think is pretty good.