Before I would answer this, I would ask, "How sure are you that there is really harm? If you are really sure, are you willing to take the consequences of trying to stop it?"
Whenever you interfere with another's choices, there is a price to be paid. What it comes down to is; are you willing to pay the price?
When you try to stop a gunman, there are several possible consequences. You might succeed, and no one gets killed. You might succeed, but the gunman gets killed. You might keep him from killing some of the people who would otherwise have gotten killed. You might fail completely, and get killed yourself. And so on. And those are just the mundane consequences! On other levels, it gets even more complex. Are you willing to risk it?
We can't ever know exactly what all the consequences for any action are on all levels, or even all the consequences on the purely mundane level, before we decide to act. And keep in mind that not acting is also an action.
We can allow this to paralyze us, and never do anything for fear of harming someone, or interfering with another's life choices. Or we can use all the knowledge and wisdom that we do have, and go ahead with love, and try our best. Acting with all the wisdom and love you have won't save you from the natural consequences of your actions. But it's all we can do, so we do it!
We will make mistakes. It's the only thing that's really guaranteed! But we can live through them, and learn from them. We can learn from them even if we don't live through them!
So there aren't any simple answers for this question (or for most of the others.) It's something that you will have to decide for yourself when the question comes up. And then it's something you will have to take the natural consequences for, and live with, and learn from no matter what you decide. But then, life is like that. Remember, we are here to have fun, learn things, and help other people have fun and learn things!