"At the end of Indiana Jones and the Last Crusade, although it wasn't choosing the wrong grail (that was just paying attention to Biblical history), it was that Elsa kept reaching for the grail, instead of taking Indy's hand.
Which is really quite dumb when you think about the crazy things he's done with that whip. Had she reached up immediately, he could have pulled her to safety, then had both hands free to lasso the grail to safety as well. Instead, both are lost. Nice going, Elsa. It is also worth noting that it wasn't money she was seeking, but rather immortality."
"In Superman Returns, when Superman starts lifting up the artificially created island, Lex Luthor yells for everyone to run for the helicopter, specifically telling them "Take nothing!" Despite this, his three Mooks Riley, Grant, and Stanford linger to gather up their stuff: Riley his video equipment, Grant a suitcase and the money he and Stanford were playing poker with, etc. He even pauses to grab the still lit cigar Lex dropped! Small wonder they lag behind during the run for the chopper and end up crushed under a huge, falling column that Lex and Kitty outrun but they don't."
In Star fox Assault, after being booted from Star Wolf, Pigma Dengar steals the Aparoid Core Memory from Star Fox in attempt to make a fortune, but he eventually gets mutated into an Aparoid himself and Fox kills him to get the Core Memory back.
This could happen in The Legend of Zelda: A Link Between Worlds, where there's a friendly Hinox that can pay you five rupees to leave him alone, though you can ask for more, but do it too much and he'll get angry that you were extorting him and will try to kill you, this would not reset when you leave, re-enter and he'll still want you dead..