First, to be pedantic, pure HCl is a gas. Concentrated hydrochloric acid is ca. 37% HCl.
You should be careful with concentrated acids in general, but as Arkcon says, sulfuric acid is particularly bad. There are 3 main reasons for this:
1. The mixing of water and sulfuric acid is highly exothermic, but this is not symmetrical - sulfuric acid "likes" water more than water "likes" sulfuric acid. Adding a small amount of water to conc H2SO4 generates about twice as much heat as adding the same amount of H2SO4 to water.
2. The heat capacity of H2SO4 is about a third that of water. So with twice the heat, you get 6 times the temperature rise. (I tried this once, adding 5 mL of one component to 50 mL of the other, with good stirring. The water temperature rose by ca. 10°, the acid by ca. 60°!)
3. Conc H2SO4 is very viscous, so without good stirring you don't get good mixing, or dispersal of the heat - you get a hot spot where the water is added, that can heat it above its boiling point, causing the effects described by Arkcon.