Yes there are scenarios that an antivirus or antispyware don't prevent something bad from happening -- much in the same way that a seatbelt won't prevent you from drowning if your car plunges into a river.

>When you really need them, seat belts will probably function.
>
>When you really need it, AV often does not. In fact, the more serious the threat, the more likely AV won't work.
>
>>Seatbelts are useless because they don't stop automobile accidents.
>>
>>>AV is virtually a worthless business. It cannot keep up with the changing malware landscape.