In Sacrifice, depending on which plot branch the player follows, this can happen with Shakti (arguably the most sympathetic character in the game). In the plot branch where the player chooses to follow the banner of Stratos, after a number of levels where the player character and Shakti collaborate, Stratos decides to break his alliance with Shakti's patron, and signal the break by having Shakti murdered - and gives the job of murdering her to the player.
In Brood Wars in the Zerg missions the player has to kill Fenix.
In the first half of Stronghold 's military campaign, the player gets to listen to the friendly banter of Sir Longarm and Lord Woolsack in-between missions. Some time later Sir Longarm has to leave so to negotiate with the captors of the king, while you and Woolsack attack the remainder traitors in two fronts(though for what reason he of all people is sent to do such a thing while the obviously inferior Woolsack gets to smash things remains a mystery). Soon after the player character learns that while his forces were preoccupied with the Wolf, Duc Truffe has defeated Woolsack's army and put him down. Having about a second for that information to sink in before the player hears the Pig boasting about how he violently tortured the old wheezer to death doesn't help much.
After all of this, burning his place down twice before finishing him off seems legit.
In Halo Wars, one mission has Forge's unit protecting a city while assisting an evac of civilians to three transport vessels. About ten minutes in, the pilot of one says "Screw the evac!" and takes off, before being promptly shot down by Covenant anti-air batteries. Worse, his ship is the one closest to where the civilians come out, so his is probably the most full when he takes off.