I've been asked to do something unethical twice. Both times I was able to talk the boss into something ethical instead. In one case, the alternative was better, so I can't really be sure I convinced them on the ethical merits, but the other one definitely revolved around ethics.

I've also told every company that has hired me, during the interview, that I refuse to do anything unethical. Of course they didn't bat an eye at it, but I wonder how many would have been surprised that I actually meant it and would stand up for it.