Lesser of Two Evils

For this post, let us refer to altruism as a manner of acting which is for the benefit of others and involves risk or cost to oneself.  Heroism is altruism which involves a very high risk or cost to oneself.

Is it possible to be altruistic while knowingly causing harm, or commiting an action which one believes to be wrong?  I think that, under some circumstances, it is.  An example of this might be lying (generally agreed to be morally wrong) to protect someone, in a way that causes some risk or cost to oneself.  In fact, merely the cost of knowing one has broken a typical rule of morality might be sufficient to make the action altruistic, depending upon how well one is able to justify the action to oneself.