if whatever needs to be done actually requires the manager (refunds or such)
if the person you've been trying to resolve the issue with is being obstinate, dismissive, or rude
if something actually illegal is occuring (i did this once when I noticed that a gas station was charging more than their listed price on the sign, guy immediately fixed it and comped me my fill cuz that's super illegal)
if workers are jeopardizing safety of other people. Don't tell the worker to stop, get a manager to do it and note that they're doing something unsafe.
And, most importantly:
when you catch an employee smoking a joint outside and they refuse to share