I see two exceptions:

1st
Arms sanctions - you don't want to arm your friends' foes (except with monkey models and duds).

2nd
Short-term sanctions (U.N.-authorized) that add to a strategic campaign.
Imagine we had only bombed the powerplant turbine rooms in Yugoslavia with a single cruise missile salvo (and alternatively the switching stations that connected their nuclear powerplant to the national grid).
An electricity embargo by the neighbor countries would have helped very much to achieve a near-total blackout.

(This is a favorite scenario of mine; no less and no more able to influence what happened on the ground in Kosovo, but as coercive with a will-breaking degree of hopelessness as the actual campaign.)