In Pan's Labyrinth, there is one scene where Ofelia has to open the correct doorway to get a dagger. The fairies tell her to open one door but she opens a different one, which turns out to be correct. What would happen if she opened the wrong door?
From a blog summarizing this part:
Ofelia's must use the key from the belly of the Toad to open one of three small doorways in the wall behind the Monster and retrieve what lies within. She has strict instructions not to eat anything from the table. On the table in front of the Monster is a plate bearing two eyeballs. He has no eyes, two small holes in his otherwise featureless face that are either nostrils or empty eye sockets, a mouth, and skin that hangs from his body as if he had once been very fat but had since lost a lot of weight. Its hands rest beside the plate, fingers coming to grotesque sharp points.
The Faun's three fairies accompany Ofelia on this task and she has instructions to do what they say, but Ofelia correctly trusts her own intuition/impulse and opens a different door with the key than the one the fairies point out to her. She there retrieves a beautiful ceremonial dagger.