In a comment, Elio Fabri says:
A well-known case is the famous paradox of the two capacitors, one charged, the other uncharged. If you connect them, charge is shared, and energy appears not being conserved. But if the connecting wire has a non-null resistance $R$, you can see that the lacking energy is dissipated as Joule heat in $R$. The paradox is that the energy dissipated does not depend on $R$, so that the limit $R\rightarrow$ 0 would still give the same value.
I haven't thought about it very deeply, and I'm sure others have analyzed this carefully, but it seems to me that for small values of resistance, this circuit would behave like an $LRC$ circuit and exhibit oscillations, and in the limit $R\rightarrow0$, radiation would become a more efficient dissipative mechanism than resistive heating. Is this a correct analysis?