Sorting frequently takes memory.
Sometimes the amount of memory is obvious but sometimes it's obscure.
Poor implementations of Quick Sort could recurse N times, requiring O(N) stack space.
Even properly implemented versions of Quick Sort require log N recursions, which might cause a problem when sorting insanely huge lists.
Apart from bad implementations, this is rarely a real problem - if you're sorting a million things, you almost certainly have room on the stack for 20 recursions.
But it's something to be aware of.