On the moral level, I don't feel that I've ever made a "wrong" choice in a game. They're games, after all. So, nobody actually does. We just choose how we experience the story. I just don't see any wrong in there.
In a stupid move that screwed up my gaming experience sense, there are too many to count. Most of them would probably be in games from the 80s and 90s, where you ran into a lot of situations like TruckOSaurus describes above. And, of course, everyone that was gaming back then knows that "oh shit, I forgot to save for four hours" feeling that piles on right after you get your ass kicked in a boss fight.