I don't want it to sound like I think a TPK is the only definition of failure based on choices. What I am really talking about is how choice and consequence interact with any failure that creates undo problems with the coherence of the game.
To use a very basic example: the PCs walk into town in search of a clue to the next stage of the adventure. There is one NPC in town that has that information. Because they are a bunch of murder hobos, they kill that NPC and steal his boots before they realize he is the one with the important information.
There are a few basic ways to deal with that choice. First and most obvious is to let the consequences stand. The PCs have gated off the rest of the adventure, and maybe after doing some investigation they learn their mistake. Now they have to figure out how to go forward, maybe going so far as to getting the murder victim raised so they can get the clue. This is, broadly speaking, the way I would normally handle such a situation. The players created this mess, so they can deal with it. Unfortunately, as much as it might lead to interesting play (where are we going to find a cleric that can raise this guy?) it might just as easily end the adventure right there, which is a drag.
Another solution I see as a common suggestion is to just transfer the information to a different NPC. After all, the murder hobos did not know what their victim knew, so they'll never be the wiser. While this maintains the forward momentum of the adventure, it gets very close to railroading for me. If the adventure goes forward no matter what the players choose, what they choose doesn't matter. Plus, it seems to absolve them of consequences for their behavior. I am generally disinclined toward a solution like this.