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• relaxation-induced anxiety and panic
• paradoxical increases in tension
• less motivation in life
• boredom
• pain
• impaired reality testing
• confusion and disorientation
• feeling 'spaced out'
• depression
• increased negativity
• being more judgmental
• feeling addicted to meditation
• uncomfortable kinaesthetic sensations
• mild dissociation
• feelings of guilt
• psychosis-like symptoms
• grandiosity
• elation
• destructive behavior
• suicidal feelings
• defenselessness
• fear
• anger
• apprehension
• despair

The present study provides an initial indication that brief mindfulness meditation training buffers self-reported psychological stress reactivity, but also increases cortisol reactivity to social evaluative stress. This pattern may indicate that initially brief mindfulness meditation training fosters greater active coping efforts, resulting in reduced psychological stress appraisals and greater cortisol reactivity during social evaluative stressors.

• relaxation-induced anxiety and panic
• paradoxical increases in tension
• less motivation in life
• boredom
• pain
• impaired reality testing
• confusion and disorientation
• feeling 'spaced out'
• depression
• increased negativity
• being more judgmental
• feeling addicted to meditation
• uncomfortable kinaesthetic sensations
• mild dissociation
• feelings of guilt
• psychosis-like symptoms
• grandiosity
• elation
• destructive behavior
• suicidal feelings
• defenselessness
• fear
• anger
• apprehension
• despair
• increased false-memory susceptibility

The present study provides an initial indication that brief mindfulness meditation training buffers self-reported psychological stress reactivity, but also increases cortisol reactivity to social evaluative stress. This pattern may indicate that initially brief mindfulness meditation training fosters greater active coping efforts, resulting in reduced psychological stress appraisals and greater cortisol reactivity during social evaluative stressors.

Another new study shows increased susceptibility to false memories:

http://pss.sagepub.com/content/26/10/1567

Increased False-Memory Susceptibility After Mindfulness Meditation by Brent M. Wilson, Laura Mickes, Stephanie Stolarz-Fantino, Matthew Evrard and Edmund Fantino in Psychololgical Science

Abstract

The effect of mindfulness meditation on false-memory susceptibility was examined in three experiments. Because mindfulness meditation encourages judgment-free thoughts and feelings, we predicted that participants in the mindfulness condition would be especially likely to form false memories. In two experiments, participants were randomly assigned to either a mindfulness induction, in which they were instructed to focus attention on their breathing, or a mind-wandering induction, in which they were instructed to think about whatever came to mind. The overall number of words from the Deese-Roediger-McDermott paradigm that were correctly recalled did not differ between conditions. However, participants in the mindfulness condition were significantly more likely to report critical nonstudied items than participants in the control condition. In a third experiment, which tested recognition and used a reality-monitoring paradigm, participants had reduced reality-monitoring accuracy after completing the mindfulness induction. These results demonstrate a potential unintended consequence of mindfulness meditation in which memories become less reliable.

Official recommendations in the US: http://nccam.nih.gov/health/meditation/overview.htm#sideeffects

New study shows increase in cortisol reactivity (a biological marker of stress): http://www.ncbi.nlm.nih.gov/pubmed/24767614

The present study provides an initial indication that brief mindfulness meditation training buffers self-reported psychological stress reactivity, but also increases cortisol reactivity to social evaluative stress. This pattern may indicate that initially brief mindfulness meditation training fosters greater active coping efforts, resulting in reduced psychological stress appraisals and greater cortisol reactivity during social evaluative stressors.

Official recommendations in the US: http://nccam.nih.gov/health/meditation/overview.htm#sideeffects

While meditation is used to prevent depression relapse, meditating while in a depression or overly anxious is not recommended. It can make things worse. (I am assuming here that "meditation" means "mindfulness meditation".)

Edit:

I remember someone saying that for some very anxious people becoming aware of one's body only make them more anxious because they fear their body will fail them. I believe this is from French psychiatrist Christophe André, although I've not been able to find exact source. I'll try again later.

Another source: http://www.wildmind.org/applied/depression/when-not-to-meditate

And this is from the Mindful Way Workbook:

But if things are really bad right now, and your depression makes it just too difficult to concentrate on some of the practices, then it can be disheartening to struggle with new learning. It might be most skillful to allow yourself to wait a while if you can, or, if you do start, to be very gentle with yourself—remembering that the difficulties you experience are a direct effect of depression and will, sooner or later, ease.

Second edit:

It appears that currently there is anecdotal evidence that meditation can worsen symptoms, i.e. some research is needed:

Side Effects and Risks

Meditation is considered to be safe for healthy people. There have been rare reports that meditation could cause or worsen symptoms in people who have certain psychiatric problems, but this question has not been fully researched. People with physical limitations may not be able to participate in certain meditative practices involving physical movement. Individuals with existing mental or physical health conditions should speak with their health care providers prior to starting a meditative practice and make their meditation instructor aware of their condition.

The above comes from here: http://nccam.nih.gov/health/meditation/overview.htm#sideeffects

Third edit: actually some preliminary research was done in 1992:  http://www.ncbi.nlm.nih.gov/pubmed/1428622

And a meta-analysis in 2000:

Meditation: concepts, effects and uses in therapy by Alberto Perez-De-Albeniz and Jeremy Holmes

International Journal of Psychotherapy, Mar2000, Vol. 5 Issue 1, p49, 10p

Abstract: This article reviews 75 scientific selected articles in the field of meditation, including Transcendental Meditation among others. It summarizes definitions of meditation, psychological and physiological changes, and negative side-effects encountered by 62.9% of meditators studied. While the authors did not restrict their study to TM, the side-effects reported were similar to those found in the "German Study" of Transcendental Meditators: relaxation-induced anxiety and panic; paradoxical increases in tension; less motivation in life; boredom; pain; impaired reality testing; confusion and disorientation; feeling 'spaced out'; depression; increased negativity; being more judgmental; feeling addicted to meditation; uncomfortable kinaesthetic sensations; mild dissociation; feelings of guilt; psychosis-like symptoms; grandiosity; elation; destructive behavior; suicidal feelings; defenselessness; fear; anger; apprehension; and despair.

The adverse effects of meditation as reported in scientific studies are as follows:

• relaxation-induced anxiety and panic
• paradoxical increases in tension
• less motivation in life
• boredom
• pain
• impaired reality testing
• confusion and disorientation
• feeling 'spaced out'
• depression
• increased negativity
• being more judgmental
• feeling addicted to meditation
• uncomfortable kinaesthetic sensations
• mild dissociation
• feelings of guilt
• psychosis-like symptoms
• grandiosity
• elation
• destructive behavior
• suicidal feelings
• defenselessness
• fear
• anger
• apprehension
• despair

Also, anecdotal evidence suggests that meditation can worsen symptoms of some psychiatric problems.

Sources:

Study from 1992:  http://www.ncbi.nlm.nih.gov/pubmed/1428622

Meta-analysis from 2000:

Meditation: concepts, effects and uses in therapy by Alberto Perez-De-Albeniz and Jeremy Holmes

International Journal of Psychotherapy, Mar2000, Vol. 5 Issue 1, p49, 10p

Abstract: This article reviews 75 scientific selected articles in the field of meditation, including Transcendental Meditation among others. It summarizes definitions of meditation, psychological and physiological changes, and negative side-effects encountered by 62.9% of meditators studied. While the authors did not restrict their study to TM, the side-effects reported were similar to those found in the "German Study" of Transcendental Meditators: relaxation-induced anxiety and panic; paradoxical increases in tension; less motivation in life; boredom; pain; impaired reality testing; confusion and disorientation; feeling 'spaced out'; depression; increased negativity; being more judgmental; feeling addicted to meditation; uncomfortable kinaesthetic sensations; mild dissociation; feelings of guilt; psychosis-like symptoms; grandiosity; elation; destructive behavior; suicidal feelings; defenselessness; fear; anger; apprehension; and despair.

Official recommendations in the US: http://nccam.nih.gov/health/meditation/overview.htm#sideeffects

Side Effects and Risks

Meditation is considered to be safe for healthy people. There have been rare reports that meditation could cause or worsen symptoms in people who have certain psychiatric problems, but this question has not been fully researched. People with physical limitations may not be able to participate in certain meditative practices involving physical movement. Individuals with existing mental or physical health conditions should speak with their health care providers prior to starting a meditative practice and make their meditation instructor aware of their condition.