It's not something you really think about- the sand in the sandbox. Taking your kids to play there seems harmless, but it turns out it could contain crystalline silica, a known carcinogen, or even asbestos tremloite.
There are a few good alternatives if you have your own sandbox including Safesand. There's also a ton of good information including a NY Times article on their website. Another place to get the facts: Safemama, and Non Toxic Kids.