Mostly just because they make a mess out of the flow of the program. Modern languages have tools you can use to perform complex logic with a syntax that doesn't seemingly arbitrarily hop all over the code to get things done.

GOTOs were useful in the early neolithic era when Grog first invented COBOL and the concept of a "loop" was novel, but nowadays there are better options. If you find yourself in need of using one, chances are that whatever structure you have in mind can be represented in a way which doesn't need a GOTO.