  Given a connected open set $U\ne\emptyset$ in $ R^d$, $d\ge 2$, a relatively
closed set $A$ in $U$ is called \emph{unavoidable in $U$}, if Brownian motion,
starting in $x\in U\setminus A$ and killed when leaving $U$, hits $A$ almost
surely or, equivalently, if the harmonic measure for $x$ with respect to
$U\setminus A$ has mass $1$ on $A$. First a new criterion for unavoidable sets
is proven which facilitates the construction of smaller and smaller unavoidable
sets in $U$. Starting with an arbitrary champagne subdomain of $U$ (which is
obtained omitting a locally finite union of pairwise disjoint closed balls
$\overline B(z, r_z)$, $z\in Z$, satisfying $\sup_{z\in Z}
r_z/\mbox{dist}(z,U^c)<1$), a combination of the criterion and the existence of
small nonpolar compact sets of Cantor type yields a set $A$ on which harmonic
measures for $U\setminus A$ are living and which has Hausdorff dimension $d-2$
and, if $d=2$, logarithmic Hausdorff dimension $1$.
  This can be done as well for Riesz potentials (isotropic $\alpha$-stable
processes) on Euclidean space and for censored stable processes on $C^{1,1}$
open subsets. Finally, in the very general setting of a balayage space
$(X,\mathcal W)$ on which the function $1$ is harmonic (which covers not only
large classes of second order partial differential equations, but also
non-local situations as, for example, given by Riesz potentials, isotropic
unimodal L\'evy processes or censored stable processes) a construction of
champagne subsets $X\setminus A$ of $X$ with small unavoidable sets $A$ is
given which generalizes (and partially improves) recent constructions in the
classical case.
