What's the 'harm' in letting her leave early? = I don't see any 'harm' in letting her leave early. = There's no 'harm' in letting her leave early. [=letting her leave early will not hurt anyone or cause a bad result]
I want to be sure that no 'harm' will come to her. = I want to be sure that she won't come to any 'harm'. [=that she won't be hurt in any way]
He claims that he didn't mean any 'harm'. [=that he didn't mean to hurt or bother anyone]
(..) But my own adventure turned out to be quite different. I'm not like you,Bilbo. My dear boy. -Now,what have I forgotten? -Packed already? No harm in being prepared. -I thought you wanted to see the Elves. -I do. -More than anything. -I did. It's just.... We did what Gandalf wanted,didn't we? (..)2001 The Lord of the Rings: The Fellowship of the Ring