While XCOM: Enemy Unknown has an Iron Mode that doesn't allow players to save and continue, the upcoming Enemy Within DLC will add a Save Scum mode, designed to let players, well, save scum, with a randomizer on loading so that the same result doesn't always occur when loading a quick save.
According to lead game designer Anand Gupta, "It resets the random number seed whenever the game is loaded. For people who really want to keep shooting until that 80% shot hits."
The only penalty is the shame players may feel for having to rely on save scumming.