My career has been seriously hampered by quitting a particular project early in my PhD. That project was intractable as far as I'm concerned. My PhD supervisor never treated me the same after quitting that project. I had to get advice from a third-party in my department to get my PhD supervisor to agree to let me graduate. My PhD supervisor refuses to provide me a reference now.
I wasn't able to get a research job immediately after my PhD, and worked as an underpaid bureaucrat (not doing research) for about 2 years before starting my current government contractor research position. My job security is comparable to that of a postdoc and I have worse benefits than most postdocs, but I am paid better.
I recently applied to a job at a national lab, and I could tell that the interviewer was alarmed when I said that my PhD supervisor refuses to provide me a reference.
The important difference between academia/research and non-research industry is that while saying no can jeopardize your current job in both cases, in academia/research saying no is far more likely to jeopardize your future jobs due to the heavy reliance on detailed reference checks.