Are there any astronomical objects at night that are dangerous to look at (through a telescope)?

Compared to naked eye view, a telescope image never increases surface brightness. This fact is related to the concept 'etendue'.

However, although the image formed on your retina is never brighter than the corresponding naked eye image, the image through a telescope is magnified. This means that looking through a telescope at the sun can expose your whole retina to the brightness that in naked eye view would be limited to only one or a few retina cells. So the difference is that with naked eye view you tend to destroy a few cells, while with a telescope you can instantly destroy your whole retina.

On observing the moon: the surface brightness of the moon is comparable to that of deserts at earth exposed to bright sunlight. So watching the moon through a telescope that yields maximum brightness (a telescope and eyepiece that combine to create an exit pupil as large as your eye pupil) is like walking through a desert without sunglasses. It is therefore more comfortable to have some grey filter in the light path. Having said this, and although I am no medical specialist, I do want to offer the following consideration. I would be surprised if watching the moon through a telescope without filters can inflict permanent damage to healthy eyes: the harmful UV components won't pass thru the eyepiece glass.

I add this personal experience in addition to the other (correct) answers. Using my 4.5 inch diameter telescope (11.4 cm) with a 20 mm eyepiece (and a 900 cm primary mirror focal length, so magnification 45x) to view the full or nearly full moon without a filter is painful for my eyes (not nearly as bad as the sun, but still too much). Even when I reduce the aperture diameter to about 3 inches the full or nearly full moon is still very difficult to view comfortably with my eyes. A crescent moon is just fine though with the smaller aperture.

With a telescope of my size though there is nothing other than the sun and the non-crescent moon that is too bright for me to look through with my telescope. The next brightest objects in the night sky after the sun and the moon are the ISS and the planets and I've viewed Jupiter, Saturn, and Mars in perfect comfort even with my telescope acting on maximum magnification (which is 225x).