YES/NO/CANCEL

I recently received an issue from our diligent QA department asking to have a dialog box, which presented Yes/No/Cancel as options, shortened down to just Yes/No

I responded with my reason for the existance of this combination of options:

It is a UI decision. Both Yes and No are definitive answers to a question, however, sometimes a user will interact an application and perform actions that they had no intentions of doing.
Definitive answers like Yes and No imply that you are instructing the application to do something (even if you answer no). Because you answered the question, the application is going to take action accordingly.

The Cancel option gives the user peace-of-mind that, if they just cancel, nothing will happen because they have just instructed the application to "cancel" the previous action all together.

Of course wording the question is crucial here. The question could very well imply that clicking No means that the action will be cancelled. However with a very critical action, a user may feel more at ease indicating to the application to completely disregard the previous action, even if No does mean NO!