Tes 3: Morrowind, every NPCs can be killed and of course if you kill some of them before they got usefull to progress the main quest you are locked.
At their death there is a notification message like “you fucked up, you can reload or continue to play in this world forever doomed”. BUT, in my first playthrough some broken mod I installed was hiding this message …
Also, in the same game you could lose quest item and be unable to finish the main quest. But that kind of require you to be stupid on purpose, because it’s obvious what item are important.
EDIT: found the in game message: " With this character’s death, the thread of prophecy is severed. Restore a saved game to restore the weave of fate, or persist in the doomed world you have created."