I was just thinking about this* and aside from Tetris and The Incredible Machine I can't really think of any where this the is the case.
I was going to say Lemmings but sometimes you are forced to kill them and it's true that you'll probably lose a few in any case.
I'm laying aside little puzzle games on the web, I'm talking about games from the shops. What else is out there?
*: I was reading about that Jehova's Witness mother who died giving birth, possibly as a result of not being allowed transfusions and how the only Jehova's Witness I know at all well once asked me what great games there were that didn't involve death or violence.