How would the HD get access to the network connection?
I’m thinking that if something like an external HD or any other kind of external “box” that you connect, as long as it does not have any radio functionality inside it, and as long as you have control over the interface used to connect it, then it will never be able to contact the outside world. Am I missing something?
It could still corrupt your data in clever ways, like replacing some of your files with malicious files, but all that would have to be done based on predefined rules programmed into it from the beginning since it cannot communicate with the outside world.
One example of a possible attack I can think of: if you have installed GNU/Linux on a malicious HD, the HD could be setup so that it replaces some well-known and important executable like your “ssh” client, replacing that with a malicious version that sends your login details to the attacker.