Saudi Arabia
Active Islamic insurgency since 2000, Muslim radicals against the Saudi royal family and American influences.
An insurgency by al Qaeda-supported salafist jihadis challenging the rule of the ibn Saud family, and the presence of foreigners and American forces near the Muslim holy sites of Saudi Arabia.
Mainly bombings. Around 400 killed and 510 wounded. Mainly over differences of doctrine and the style of rule of Saudi Arabia. Al Qaeda involvement began, much as a result of the personal beliefs of Osama bin Laden (who is Saudi). Also, frictions in the oil-rich east between Sunni jihadis and the local-majority Shi'a population (which has strong conections with Shi'as in Iran).
Links:
Wikipedia: Terrorism in Saudi Arabia
Global Terrorism Analysis: Saudi Arabia
Insurgency Research Group: Saudi Arabia