The "Plenty of Fish in the Sea" achievement.
In Shadow Complex, a shameless ripoff of Super Metroid in its game mechanics, you play a guy who drives a girl out to a remote location in the Pacific Northwest and she gets kidnapped by a military organisation. You're cut off from your vehicle, but fairly early on in the game you are able to return to the start point. You are able to get in the car and drive away and an achievement pops saying "Plenty of Fish in the Sea." So you win but your guy gives up on his girl, leaving her to her fate.
Hack/NetHack had a similar thing where you could just leave without completing the main objective (retrieve the Amulet of Yendor, which has a random chance of appearing at the 35th level and below, and make it back out with the Amulet). I remember it saying something snarky on the Amiga version, but I don't recall exactly what. Like it said you went on to live a boring life or something like that. Any time you felt like you were locked out of the objective or outnumbered by enemies without the means to fight through them, you could backtrack and leave (though, things like disease, hunger, and thirst could take you before you got out) and you'd "win" (as in, you get to keep living).
