Are there any dangers associated with rigid foam insulation?
According to the Material Safety Data Sheet (MSDS) for TRYMER(TM) 3000 Rigid Polyisocyanurate 
Insulation, there should be no problems (for this specific product anyway). 

I also found the MSDS of an example Expanded Polystyrene Board, which does mentions off-gas issues. Though it only applies to large amounts of "fresh" polystyrene, being stored in a "confined, unventilated area".


  fresh  polystyrene contains residual pentane and if large  amounts of
  EPS materials are stored in a confined,  unventilated area such as a
  semi-trailer truck,  pentane may off-gas and create measurable
  airborne  concentrations.


If you know the specific product you'd like to use, it shouldn't be that difficult to find the MSDS for it on the internet.