Not only can they damage your shoulder joints, pull ligaments, etc. when done behind the head, but they put tremendous strain on your neck. Think about it.... You are pulling a lot of weight behind your neck, with your head bent down in an unatural position, your body tilted forward slightly away from the weight. You then pull the weight down and compress all of the neck muscles in the process.
DON'T do it!!!
Besides, doing them behind the neck offers no chance of full contraction of the lats anyway, so whats the point?
Most people don't do a lat pull down correctly either. They just start yanking the weight using back, shoulder, arms, etc. Lighten the weight, START the move using only your back muscles, then pull through the move. Very slow movement, very strict movement. You will be shocked at how it really works when done correctly.