I'll go book by book to jog my memory.
1. The second Sells/Beckitt victim, the prostitute... Jenny? The one he meets at the airport. She's the only one Harry may have been able to intervene for, and even then, he pulls a classic sitcom mistake and schedules two dates at the same time. So he was in the process of attempting to help her when the storm broke and she got a bad case of heart...explosion. Maybe, if he had told her that her heart was in danger of exploding out of her chest, she may have taken it more seriously and come to him earlier for help. But I chalk it up to a case of missed opportunity rather than withholding information.
2. Kim. I can go either way on this one. It's not really Harry's fault because he was deceived.
3. Susan. Nope, Susan made her own bed. She picked up the Idiot Ball and ran with it. What she did was way more dangerous than even what war correspondents do when they report from the field; it's very rare that you see a reporter go to an ISIS party to chase down a story about a day in the life of a terrorist.
4. Summer Knight... nothing comes to mind. The only people involved are either clued in, or, in Murphy's case, get clued in.
5. Death Masks... nothing on this one. The only death I can recall is Shiro, and he knew more than Harry (including that he was going to die).
6. Blood Rites... there's an argument to be made about the actresses on set. I think Harry could have outright told the producer (Genosa? I can't remember) that there WAS a curse, but I think he kept it vaguer than necessary. But I can go either way on this one.
7. Dead Beat... he clues Butters in pretty well. No, I don't think there's anyone he kept anything from (unless you count Luccio?) who got hurt because of it.
8. Proven Guilty. This time, it happened to Harry. If Molly had gone to him with what she knew about her magic, Proven Guilty pretty much doesn't happen. Ditto Thomas shadowing Harry all over town instead of being up front with him.
9. White Night. Nothing comes to mind. Harry's pretty up front with the Ordo. The only thing he held back at first was Beckitt's criminal past, and that didn't affect much.
10. Small Favor. Again, it was done to Harry with his blasting rod (which I've always thought was an unnecessarily macho term for "wand.") Harry lays out his cards pretty openly. Michael's the one who got hurt, but not because Harry didn't say "Hey, watch out for Ak-47s."
11. Turn Coat. Nope. Nada.
12. Changes. Again, this happened TO Harry. If Susan had told him they'd had a daughter, Harry would've made it his business to incinerate anyone who looked at her the wrong way. There's an argument to be made that he shouldn't have brought Molly along (and we all saw the consequences there). And Susan... Harry manipulated her at the altar. He telepathically told Susan that Martin's knife couldn't hurt her because of her Fae armor, but knew it was a lie (since the blade was steel). He convinced her to kill Martin, knowing she'd drain him and turn, all so he could kill the Red Court.
13. Ghost Story. Nothing comes to mind.
14. Cold Days. Molly, maybe? Not really, though. He doesn't withhold much of anything from her.
15. Skin Game. The only one who's hurt is Murphy, and she went in with open eyes.
So I think there are only a few across the whole series. Maybe there are some examples in the short stories, but I don't recall most of them in great detail.