Is there a line you would never cross for money?

I was talking with an MD at a BB I am strongly interested in lateralling to. He's not necessarily in the group I am interested in, but he was an alum from my school. I am not going to get very in depth so as to protect his privacy. 

Anyway, at some point, we started talking about The Big Short, and he told me (An2) to never compromise my morals. He was telling me how when he was in his final year of being an associate, he was staffed with a deal/project relating to a company in an industry he strongly was against morally (think tobacco/for profit prisions/etc...). He said he asked his staffer if he could be removed from the deal, and that she (the staffer) respected his request and moved him. He said he wouldn't have been able to look his wife (then gf) in the eye if he contributed to such a company.

This really got me thinking, I do know a lot of people who would do anything for their next bonus, and I never thought about what I'd do if I was in such a situation. I mean if I was placed in a deal I didn't agree with morally, I don’t think I would have the courage to ask to be reassigned.

So I was just wondering, have any of you worked on deals you felt bad about? If not, what would you have done in this situation?

I don't mean to shit on any of you who wouldn't have any moral objections, that's totally your choice, but for those of you who would, what would you do?