A good example is mountain climbing. Climbers know that they will be rescued and many thus engage in risky behavior. The US Parks service has tried to control this by requiring people to register before climbing and making unregistered climbs illegal. The penalty isn't specified on the web site. Imagine how much such risky behavior would decline if the penalty was that such climbers wouldn't be rescued if they got into trouble!

Actually it's not so clear that it is a good example. SOME no doubt do it because they expect to get rescued if in problems, but who knows if this is the case for "many"? Mountains were climbed long before helicopters  existed and when there wasn't much hope of speedy rescue on high, difficult climbs. I still remember a passage in a book I read decades ago about the north face of the Eiger, "The White Spider" by H. Harrer, in which a young climber freezes to death, just out of reach of rescuers. Here's another version of the story:

By 1935 all the great north faces in the Alps had been climbed. Except one.

The first two emissaries from the East arrived here in August of 1935. Max Sedlmayer and Karl Mehringer hiked to the base of the Eiger's wall and in two days climbed halfway to the top, displaying the boldest, most technically proficient climbing ever seen in the Western Alps. They then froze to death in a storm. The site of their final ordeal has been known as Death Bivouac ever since, and Mehringer's body sat there entombed in snow and ice until it was discovered in 1962.

Four more Germans and Austrians came the following summer, in two pairs of two. They met and joined up on the mountain, and in a brilliant display of navigation, they discovered a line of weakness on the lower face, which is somewhat easier than the route followed by Sedlmayer and Mehringer. The four made it almost as high as Death Bivouac when they turned back...All four were climbing down, slowly and carefully, when disaster struck. Below them was a section of rock on which they had used a special trick: the leader had traversed across smooth rock using tension from the rope. Now they had to reverse the tension traverse - but there was no place to fix the rope in this direction. As they searched for a solution, one of them slipped, plunging to his death. Another was pulled up to the piton, where he froze. A third strangled in the rope. Toni Kurz was still alive, trapped on the overhanging rock.
...

The next day four Swiss guides made it to within 130 feet of Kurz. They found him hanging from the rope, one hand and arm frozen solid, and eight-inch icicles dripping from the crampon points on his feet. But his voice was strong. The guides told him he had to somehow climb down to his dead partner, use his ice axe to cut the body free from the rope, climb back up as high as he could get, then split the rope he'd recovered into its major strands, tie these together, and lower the cord to the rescuers so that they could attach a stronger rope that he could then pull up and lower himself on. It was asking a lot of a hypothermic climber with a frozen arm and hand, but eventually Kurz managed every step. To separate the strands he used his teeth and one good hand. This took him five hours and gained him a cord just long enough to reach his rescuers. They attached a strong rope, and slowly Kurz pulled it up with his teeth and one hand. But the rescue rope wasn't long enough, so the guides tied on another. Eventually Kurz pulled the first rope up, and somehow he managed to attach his carabiner rappeling system, another Eastern innovation. Slowly he crept down the free-hanging rope until he reached the knot between the rescue ropes. And there the carabiner jammed. He fought and fought while his strength was running out; he even tried to chew the knot into suppleness, his teeth chattering against the metal carabiner. A guide climbed onto the shoulders of another guide and was able to touch Kurz's crampons with his ice axe. And then Kurz said quite clearly, "I can do no more," and slumped over dead.

I hate that story.

But that's where I'll be early tomorrow morning, at the Hinterstoisser Traverse, named for the Bavarian climber who pioneered the irreversible crossing. Today I'll be climbing past where two Italians fell in the summer of 1938, bringing the total death count up to eight even before the face was climbed.

Eiger

Even with helicopters, climbers can still just fall to their deaths, especially those who choose to climb solo or "free". Climbers today try new challenges, sometimes in remote areas with little hope of any form of rescue. The film "Touching the Void" tells the story of such a climb and the incredible survival of the one who was injured:

The movie is about Joe Simpson and Simon Yates, two Brits in their mid-20s who were determined to scale the forbidding west face of a mountain named Siula Grande, in the Peruvian Andes. They were fit and in good training, and bold enough to try the "one push" method of climbing, in which they carried all their gear with them instead of establishing caches along the route. They limited their supplies to reduce weight, and planned to go up and down quickly.

It didn't work out that way. Snowstorms slowed and blinded them. The ascent was doable, but on the way down, the storms disoriented them and the drifts concealed the hazard of hidden crevices and falls. Roped together, they worked with one man always anchored, and so Yates was able to hold the rope when Simpson had a sudden fall. But it was disastrous: He broke his leg, driving the calf bone up through the knee socket. Both of them knew that a broken leg on a two-man climb, with rescue impossible, was a death sentence, and indeed Simpson tells us he was rather surprised that Yates decided to stay with him and try to get him down.
...

[But at least he will have learned his lesson - right? Er, no:]

We learn at the end that after two years of surgery Simpson's leg was repaired, and that (but you anticipated this, didn't you?) he went back to climbing again. Learning this, I was reminded of Boss Gettys' line about Citizen Kane: "He's going to need more than one lesson." I hope to God the rest of his speech does not apply to Simpson: "... and he' s going to get more than one lesson."

http://rogerebert.suntimes.com/apps/pbcs.dll/article?AID=/20040206/REVIEWS/402060305/1023