So I'll assume we're talking games with multiple endings here.
Games with multiple endings, there are plenty. Especially depending on how loosely you interpret "doing more harm than good", because then pretty much every visual novel ever written could be included. Granted, a lot of people don't consider them to be true 'games', so...
I'm stalling for time here, because tippy2k2 already said Mass Effect 2 and Spec Ops: The Line.
Oh. Persona 4.
Possibly XCOM: Enemy Unknown.
Morality-based RPGs (like Fable, Dragon Age).
Oh, oh, I know!
The Assassin's Creed franchise. Hah!