For instance, last night's vote on the initiative to ban gay marriage in North Carolina. Gay people marrying each other hurts noone, yet it was banned after already being illegal in the state. The United States' drug war is another example, where the ban arguably does more harm than no ban at all by creating a black market where there otherwise would be none.
The purpose of laws (either their existence or lack thereof) is to form the society we want to create. If we can't prove harm, then the passage of such a law is irrelevant at best, and in most cases I can think of creates more harm.