Originally Posted by Waltc
The only kind of game that doesn't allow so-called "save scumming" is a game without any save-game function at all and I've never seen one of those...

You could argue that online games such as MMOs fall into this category. The player's current game state is saved upon logout and/or at predetermined intervals, but the player can't go further back to a previous game state - they can only resume from where they last left off.