When a person gives up an end of crucial importance to her in order to promote a moral aim, we regard her as having made a moral sacrifice. The paper analyzes these sacrifices in light of some of Bernard Williams’ objections to Kantian and Utilitarian accounts of them. Williams argues that an implausible consequence of these theories is that that we are expected to sacrifice projects that make our lives worth living and contribute to our integrity. Williams’ arguments about integrity and meaning are shown to be unconvincing when the content of projects is left open. However, a look at his later arguments suggests a reason to be concerned about defensible ethical projects as understood through what he refers to as “the morality system”. The problem for theories of this type turns out to be not merely conflicts between ethical projects and moral demands but making sense of some of the ethically relevant features of these projects. Accommodations to moral theories that leave room for ethical projects may be insufficient to explain such features, for example in cases where agents demand more of themselves than the theories require. Making the theories more demanding is also problematic. Williams’ view about the role ethics plays in our conception of the life we want to lead provides a better account of these cases.