For data on employment programs in poor countries, check out section 2 of this very good review by Blattman and Ralston. They review evaluations of job training programs, a very popular development intervention, and generally find very small or null effects:

“Training” is probably one of the most ubiquitous employment interventions. What is striking, however, is that there are very few examples of evaluated programs that have had positive effects, at least on men. It is even more difficult to find any that pass a cost-benefit test, for men or women. [p. 8]

You could probably look through some of the citations there to find specific examples of programs that didn't have an impact, e.g.:

at least 4.5 million people in 100 countries have taken part in the ILO’s Start & Improve Your Business (SIYB) programme alone. Unfortunately there is little evidence these programs have any effect where they matter most: on sales or profits. [p. 9]

or

The fact that so many people decline opportunities to participate in these programs, or dropout after starting, is especially concerning. An interesting example comes from Pakistan’sSkills for Employability program. Even among poor households who expressed interest invocational skills, more than 95% did not enroll when given a voucher [p. 10]

I'll just note that it's not all bad news: some of the specific programs they review had positive effects. In particular, programs that provide beneficiaries with capital goods, either instead of or in addition to training, seem to be more positive. 

In contrast to skills training programs, such capital-centric programs are relatively rare—so rare, in fact, that none appeared in a recent text analysis of all employment interventions in the World Bank. Yet the evidence from more and more program evaluations is that capital-centric programs can stimulate self-employment cost-effectively. [p. 13]

This is a big reason why Founders Pledge recommends the Graduation approach, a capital-centric job training program, in our Women's Empowerment report!

I don't know much about it, but this talk mentions how sending free second-hand clothing as aid has damaged local textile industry in some countries. Quick google reveals some articles like this that should talk about it in more depth (I haven't read them though). Also, this article came to my mind but it seems that no charity was involved so it probably doesn't fit your purpose.

Homeopaths Without Borders

[ADDED: Please note the anonymous reply to this comment, in light of which I no longer think this study should be used as an example.]

The Make-A-Wish Foundation (though it doesn't satisfy the 'Working in global health/poverty alleviation' desideratum, and depending on your audience it may not be rhetorically the most effective example). Here's Peter Singer (The Most Good You Can Do, pp. 5–6):

In 2013, as the Christmas giving season approached, twenty thousand people gathered in San Francisco to watch a five-year-old boy dressed as Batkid ride around the city in a Batmobile with an actor dressed as Batman by his side. The pair rescued a damsel in distress and captured the Riddler, for which they received the keys of “Gotham City” from the mayor—not an actor, he really was the mayor of San Francisco—for their role in fighting crime. The boy, Miles Scott, had been through three years of chemotherapy for leukemia, and when asked for his greatest wish, he replied, “To be Batkid.” The Make-A-Wish Foundation had made his wish come true.

Does that give you a warm glow? It gives me one, even though I know there is another side to this feel-good story. Make-A-Wish would not say how much it cost to fulfill Miles’s wish, but it did say that the average cost of making a child’s wish come true is $7,500. Effective altruists would, like anyone else, feel emotionally drawn toward making the wishes of sick children come true, but they would also know that $7,500 could, by protecting families from malaria, save the lives of at least three children and maybe many more. Saving a child’s life has to be better than fulfilling a child’s wish to be Batkid.

Hi Caleb -- this is probably not quite what you're looking for, but an example I sometimes use of the importance of looking into the effectiveness of a charity before you donate is this--

 People donated millions to the "Black Lives Matter Foundation" but it turns out that is a charity that isn't associated with the Black Lives Matter movement, but rather is one random guy who plans to use the charity's funds to "bring police officers and members of certain neighborhoods together for an annual buffet dinner and other gatherings" and "a program that would distribute bulletins featuring positive news about police for display at local businesses."  I doubt either of those have been demonstrated to be effective interventions! 
 

See https://www.buzzfeednews.com/article/ryanmac/black-lives-matter-foundation-unrelated-blm-donations

DARE belongs in the same paragraph as Scared Straight, FWIW