Unless we're talking of inopportune autosaves, no.

Nowadays it doesn't matter if a game allows you to save anwhere. They could even allow you to save while looking at the Game Over screen. Just don't be stupid and limit yourself to one single savegame and everything's fine.

Back in the days of the Playstation 1, this was a different thing (Memory Cards were expensive and small). I remember how a friend of me killed his progress in Vandal Hearts. The game allowed you to save in the middle of a battle (turn based combat). He had to do something else and gave me the contoller to finish the battle. Since I didn't know shit about that game (I just watched him playing a bit), he saved his game before he left. Well... all I could do was to move one character before it was the enemy's turn. And the first thing the enemy did was to kill the main char (=Game Over). There was nothing you could do to prevent the Game Over screen. Nothing!

Vandal Hearts 2 didn't allow you to save during combat anymore. And they added an option to restart a battle. So I guess my friend wasn't the only one who lost his whole progress.

I think a good game design should prevent these situations. Of course, it depends on the type of game, and a player should be keeping multiple save files anyway.

THIS. If you can save anywhere, and you are dumb enough to make bad choices as to where to save, you have nobody to blame but yourself.