In MGS3, you run into a young man named Ocelot. He's only a lackey in this game, but he was/will be a boss in MGS1 and the puppet-master in MGS2 before becoming the main villain in MGS4 and indifferently reading Wikipedia articles in MGS5. Anyway, about an hour into the third game, you fight Ocelot and promptly knock him out:
At this point you're meant to leave him passed out on the floor and continue on with your mission while getting ambushed by half-hour long cutscenes. Some of those cutscenes, incidentally, feature Ocelot, who shows up every now and again to duel you, shoot your eye out, and molest women. So, what happens if you just kill the bastard while you can?
"We'll be there in an hour to collect your other MGS games and throw them in the garbage."
Yep, Ocelot is so integral to the plot of this franchise that by shooting him (or stabbing him eight times in the kidneys), you've ripped apart the timeline. Colonel Campbell, Snake's handler in the future, berates you through time and space -- and this isn't even a time-travel story. That's how badly you fucked up; you destroyed the very concept of cause and effect. You even get a different "Game Over" screen: Rather than the text "Snake Is Dead" transitioning into "Game Over," you get "Ocelot Is Dead," which morphs into "Time Paradox." On the HD re-releases, you also get an aptly named achievement for losing this way:
Of course, that isn't technically true, since Zero would still create the Patriots and ...
*descends into 20,000-word hypothesis of MGS sans Ocelot*