I recall in the ST:TNG episode The Schzoid Man that they perform a warp-transport-warp transport. Counselor Troi notes that it felt like she was in the wall for a minute, which Worf replies: "That's because you were". Why would this happen though?
Using transporters when a ship was at warp speed was very dangerous because warp fields created severe spatial distortions. (TNG: "The Schizoid Man") Therefore, transport at warp generally violated safety regulations. However, at-warp transport was attempted a handful of times, usually under high-stakes combat conditions (TNG: "The Best of Both Worlds", "The Emissary"), by making a few adjustments.
Simply put, the Warp Field that contains a ship travelling at warp distorts the transporter signal, making it very difficult to perform a transport (to say nothing of the extreme velocity).
However, it has been attempted (and sometimes performed successfully) a number of times.
If both ships maintained exact velocity (that is, the warp field on both vessels must have the same integral value/factor) transport at warp speed was possible. Failure to maintain the same velocities would result in severe loss of the annular confinement beam (ACB) and pattern integrity.
If the ship was traveling at warp speed and the object to be beamed was stationary, transport was possible by synchronizing the ACB with the warp core frequency. This would cause difficulties in obtaining a good pattern lock. The Maquis were known to have used this method. (VOY: "Maneuvers")
Sometime before 2387, Montgomery Scott discovered the necessary formulas enabling transwarp beaming. These were passed on to his alternate reality counterpart, but using these to beam onto the USS Enterprise caused him to be stuck in a water pipe leading to a turbine. (Star Trek)
In short, warp fields create a distortion that can be compensated for, but the success rate for this is very, very low.
Lacking a canon quote from someone on the production team, I felt that this could be read one of two ways;
1) The affects of transporting at speed means that the transporter needs to compensate for some kind of distortion. Her "beam" was literally going to materialise inside the wall unless the transporter had made the appropriate corrections.
2) On several occasions we see O'Brien working on transporter components that are built into the the walls and floor of the transporter. Worf may have been alluding to the fact that there was a slight chance that her pattern would have been stuck inside the "pattern buffers" or something similar.
My personal impression was that the former is more likely.