Early in the game I got Lydia as a companion. I take her with me on ONE quest outside of Whiterun and when I get back, a group of 4 or 5 hired goons jump me. She takes most them off me while I kill a couple, but she ends up getting butchered and I barely finished them off. I felt so bad for her.
In the Dawnstar quest for the Skull of Corruption, also:
Spoiler I really want all the Daedric artifacts, and was worried that the Mara priest would actually destroy it despite Vaermina telling me he would betray me. I put my sword in his back, shedding a single tear in the process. That guy was a badass.