Regarding fairly dangerous sports like snowboarding, downhill skiing, BMX, skateboard, unharnessed climbing etc: I (almost) never do the "one last run", and those are famously the ones you get injured on. When you are tired and it's time to go home and rest, I go home and rest instead of doing "just one more" and getting hurt.

I've still injured myself but not nearly as much as I might have if I had pushed myself beyond the tiredness. It's hard to prove the injuries you haven't sustained though...