The CDC describes Benzene as a known carcinogen that causes human cells to not work correctly. For example, it can cause bone marrow not to produce enough red blood cells, which can lead to anemia. Also, it can damage the immune system by changing blood levels of antibodies and causing the loss of white blood cells.
A Connecticut company called Valisure has tested hundreds of sunscreens and found 78 that have Benzene in them. Well known brands like Neutrogena, Coppertone, CVS, Banana Boat and others are on there. The entire list is here along with their letter to the FDA to remove them or at least warn the public of the dangers.
Here's a list of Sunscreens they tested that didn't have any Benzene.