As explained by her character article on the Avatar: The Last Airbender canon and fanon wiki, Azula in Avatar:The Last Airbender Revised was forced by Ozai to make a Sadistic Choice at age eleven, sending her down a path of sadism and cruelty. She had to choose which person (both being her own age) she would burn to death: an innocent noble-blood male suitor of hers, or her very close friend Ty Lee. He attempts to persuade her to kill Ty Lee by saying that she, as a commoner, is of less value than the noble boy. Nevertheless, she kills the boy, laughing while she does it.
Two happened so far in Ace Combat The Equestrian War. In chapter 11, Rainbow Dash was forced to choose between betraying her friends and joining Gilda or try to save Medley's life. She chose the latter. Two chapters later, Lightning Bolt must choose between saving Cloud Kicker from being killed by griffins or stop another griffon from bombing the Eastern Sector of Stalliongrad. She (initially) chooses the latter, but thanks to Garuda team's Big Damn Heroes moment, she goes to help Cloud Kicker.
The third one happens in chapter 20: the Mane Cast, together with Princesses Celestia and Luna, are attempting to combine the power of the Elements of Harmony with the Royal Sisters' magic. The result of such spell could either gradually rejuvenate Equestria's flora and fauna to the moment before the war or revive every single victim of the war, despite the fact that doing so may cause the Elements to be unusable and both princesses may fade away from existence. They chose the former.
Justice League of Equestria: During the second arc of Mare of Steel, Brainiac — with some aid from Silversmith — sets one up for Rainbow Dash. He captures her and brings her to his ship, placing her on a pressure plate that, depending on how she chooses to act when she gets off it, will either electrocute the captive Scootaloo or detonate a bomb that will destroy Cloudsdale (and the bomb's also on a timer, so she doesn't have the option of sitting still). However, because Brainiac underestimated her sheer determination to prevent either from happening, she finds a third option: she uses her heat vision to destroy the circuitry that would remotely activate the bomb, then breaks Scootaloo free and rushes off to stop the bomb.
He pulls another one shortly after, where he tells Shining Armor to either stay and protect the Bearers (who he probably won't hurt yet) or go and save his troops who are being attacked by the Dark Young (who will kill all of them). Shining reluctantly picks the latter.
"I enjoy a good hero — they're so predictable. One little nudge and off they run towards the screaming."
In chapter 18 of the Teen Titans fanfic "Maiden Of Stone," the villain Sedaris captures Raven and Terra, then forces Beast Boy to choose which one of them he will spare, an act which, according to one reviewer, brought Sedaris "up to Slade level on the evil scale". He even mentions Sophie's Choice.
Point Of Succession: In which Mellohas been kidnapped byBeyond Birthday, Beyond puts a sniper rifle in Mello's hands and suggests he put his Wammy's training to good use and and kill someone. At first Mello objects vehemently until B reveals the target he has picked out for him is a pedophile and points out the child that the man is molesting. B leaves it up to him-he can take the shot and become a murderer or do nothing and leave the kid to be victimized. Mello takes the shot.
In Volume I of the ongoing fanfic Dragon Ball X this is a character trait of Denkuma. He offers to Mataro for him to kill both Denkuma and Arasha or let them both live; to Blitzo to stop Makurin's Oozaru rampage or to let it continue (thus killing Denkuma); to Korros to kill himself to save Haven or let it be destroyed; and finally, to Arnika to give Denkuma immortality or be killed herself. Most of the time, he plays on the desire of the main characters to defeat him, heavily emphasising the cost of doing so.
Hivefled; the Grand Highblood collects the ghosts of captive trolls. The binding has to be signed by the victim, so standard practice is to offer them the choice between binding themselves to him or watching their friends and quadrants be tortured as well.
In the short Homestuck fanfiction Prize an evil John casually asks Karkat whether he should kill Jade of Kanaya. Karkat refuses to choose, but evil!John keeps insisting that his friend has to.
The story Captain America: Sentinel of Liberty has a horrible, horrible variation of this. The Crimson Cowl has kidnapped two women Captain America loves - Bernie Rosenthal and Diamondback. They are trapped in glass tubes, with deadly gas ready to be released when a tube is broken, and only enough time to save one of them. However, this is also a Sadistic Choice for the two women, as both of them has been provided with a hammer to free themselves, at the cost of the other's life. Cap tries to Take a Third Option and smash Bernie's tube, give her an air filter, and then race to free Rachel. But the Cowl was too Genre Savvy to allow this - Rachel's tube was not made of glass, but an unbreakable force field. Cap can only watch helplessly as she dies horribly. Talk about sadistic.
Getting Back on Your Hooves: Following a Villainous Breakdown brought about by her continued failures to ruin Trixie's life, Checker Monarch kidnaps her and tells her to either leave town and give up all her happiness, or Checker will ruin all of her friends. Tellingly, even after Trixie reluctantly agrees to get thrown out of town (and dumped in a desert, to boot), Checker decides to ruin the others anyway.
Inner Demons: The recently Face Heel Turned Twilight Sparkle crosses the Moral Event Horizon with one of these. She captures Pinkie Pie, and when Rainbow Dash and Fluttershy show up to save her, Twilight incapacitates Fluttershy as well. She then tells Rainbow Dash to either rape Pinkie, or else she'll kill Fluttershy. Applejack shows up to save them... but only after Rainbow decides she has no choice and forces herself on Pinkie.
In the My Little Pony: Friendship Is Magic fancomic A Piece Of Pie, one of Pinkie Pie's other personalities, Golden Pie, tells Rarity to get Pinkie's balloon, and if Rarity tries to take Golden Pie by force, the seat she's sitting on will set off creamy explosives that will ruin all of Rarity's dresses, so it's either ruin the shop and dresses or take Pinkie's balloon. No third option is taken, because Rarity takes Golden Pie off the seat and says that she'll just make more fabulous dressses.
The Pony POV Series: it's shown that in the Epilogue timeline, that this is Discord's preferred method of "playing" with Traitor Dash. Whenever he needs something dirty done (that doesn't require sending all of the ChaosSix), he'll send her, and get her to do it by threatening to either harm one of her friends or destroying the Sky Ocean.
Rainbooms and Royalty: After Rainbow Dash rejects Nightmare Moon's offer, she tries to force Rainbow through one of these by putting the rest of the Mane Cast in a life-threatening situation, and telling her to choose whom to save. Rainbow takes a third option.
You Obey shows what happens when a changeling, all of which are telepaths, is ordered to interrogate a prisoner. When nicer methods of interrogation fail to make the prisoner talk, the protagonist has to choose between giving up, which means A Fate Worse Than Death, and going forwards, which entails torturing the prisoner, despite the horribly unpleasant emotional feedback.
Walking in the Shadow of Dreams: In episode 7 of the first version, it gets revealed Ariel is half-angel. It looks like if they will be forced to kill her -something Asuka understandably is NOT in favor of-, when Gendo orders to subdue her and retrieve her without harm.
In a fanfic in which magic from the Silver Crystal allows Michiru to become pregnant with Haruka's child has this at the climax — the story eventually reveals that Sailor Senshi are supposed to be sterile to prevent them from being forced to choose between duty and child and having the baby will kill Michiru. In the end, Haruka has to choose between saving her lover or her child. She chooses Michiru, but in a twist, because the baby's life force was linked to Michiru's own, neither dies.
A fanfic for BBC's Sherlock here the horrific cliffhanger ending of the series was continued upon in such a way that Moriarty offered this sort of choice to Sherlock, only instead of having him choose between two people, he was forced to choose between himself and John (with the threat of the full extent of Moriarty's madness hanging over John's head if he takes the third option). Being Sherlock, he takes the third option.
This trope was analyzed and discussed during the events of story three of Gensokyo 20 XX, Chapter 18: Mokou's Question, Morton's Fork, and Sadistic Choice of Gensokyo 20XXII, when Mokou brings up a circumstance not too unlike Sophie's Choice and wonders if Yukari was placed in the same circumstance with Ran's pup and Reimu and what it would be like. From Yuuka's perspective, it would be sheer hell and for good reason. Nevertheless, going hand to hand with Morton's Fork, it is called a "damned of done and damned if don't" circumstance because neither choice would be good.