Shag carpet, tall grass beside entangling your track just puts strain on your model's drive train. At best it will drain batteries
faster than a smooth surface. At worst then can cause you to break something; gear, link. Sand is another environment I avoid.
Sand is abrasive that's all. I'd avoid deep water unless your model is water tight. Only because the control electronics usually don't take kindly to water. I understand snow can be fun but takes preparation to run in.

Bottom line is all environments will take their toll as they do with all land based vehicles.; it's just a matter of how fast you're willing to wear out or break parts. Fortunately tank parts usually won't break the bank. You can run anywhere you want, it's really up to you. Over the years I've been chided that I baby my tanks; it's true. Even so I like to churn up dirt as much as the next guy. I stay out of mud only because I don't want it in the house.

Jerry