Finger Wag

A common Take That gesture where someone lifts their hand, and wags their index finger, sometimes with a "tsk tsk tsk" clicking of the tongue or an "ah, ah, ah". The gesture is usually to say "No", "No you don't", or, when accompanied by a Villainous Smirk, "Nice try, sucker." The latter often occurs when a character thinks they have their adversary dead to rights, and they have an easy path to victory - unfortunately, it doesn't work, whether they run out of ammo, or the "victim" anticipated the attack.

The Finger Wag is sometimes followed by a comeuppance of the wagger, when they've actually been defeated and just don't know it yet. Alternatively, it's often followed, especially if given by a hero, by a Bring It.

To be confused with Flipping the Bird. The Declarative Finger can also sometimes be used in these situations.

Examples of Finger Wag include:

Anime

In Baccano!!, Vino does this in episode 13.
Black Magician does this several times in Yu-Gi-Oh!.
A favorite of Muhammad Avdol, especially when he's turning the tables on an enemy.
Femio corrects Duck this way in Princess Tutu, while saying "Non, non!"
That...is a secret!
Kid Buu from Dragon Ball Z.

Comic Books

To emphasize Jason's newly acquired intelligence in Freddy vs. Jason vs. Ash, he only pretends to fall for a trap, and after spotting Ash's new Spunky Female Sidekick nearby, does a finger wag... its a bit surreal.
When Garfield is pretending to be a superhero, he announces that when he sees crime, he'll swoop in with one of these and say "Naughty, naughty, naughty!"
When Captain America (comics) faces Lady Deathstrike in a movie theater full of hostages, he tries to trick her into hitting the door with her claws to release the hostages. She notices at the last second and does the finger wag to Cap, followed by saying "Nice try".
- Made extra effective by Deathstrike's fingers being about two feet long...

Film

Terminator 2: Judgment Day. The T-1000 as seen in the Trope image, when Sarah Connor's attempt to knock him into the vat of molten iron failed. His triumph was short-lived when the Terminator used a grenade launcher to knock him in.
Jurassic Park: The hacked computer system displays an animation of the culprit wagging his finger and saying "Ah-ah-aah... you didn't say the magic word."

Ray: God, I hate this hacker crap!

Kung Fu Hustle. Landlady's move.
The Mummy Returns. Imhotep does this to Alex O'Connell.
Superman II. Lex Luthor tries to double-cross Superman; but Superman knows better, and finger-wags Lex after outwitting him.
In Twilight Zone the Movie, the gremlin gives one of these to John Lithgow's character.
Bruce Lee in Way of the Dragon wags his finger at some gangsters and then clenches his fist to crack his knuckles.
Fright Night. Jerry does this to both Peter Vincent and Charlie Brewster.
Bill the Butcher does this randomly to Boss Tweed in Gangs of New York after the two have an argument about Bill helping bring in votes from the Irish for Tammany Hall.
In the 1963 film Captain Sinbad, Sinbad is trying to retrieve the heart, but it is protected by a giant hand. He tries to trick it, only for the hand to open its fingers, then close it one by one until only the index finger remained, and wag it slowly.
Occurs in Steel.

Live Action TV

Jamie Hyneman has used the disapproving version a few times on MythBusters. Usually it's reinforcing a bonus Don't Try This At Home, but on one occasion it was aimed at a MB cameraman who was trying to film Jamie changing into his wet suit.
The Sarah Connor Chronicles. Enrique the ID forger was fond of this gesture.
Babu from Seinfeld. "You bad man, Jerry! You very bad man!"
Stephen Colbert's Tip of the Hat/Wag of the Finger
Siskel and Ebert's At the Movies would have a "Wagging Finger of Shame" for films that wouldn't make themselves available for review before their release.
In one episode of The Wire, Avon Barksdale realises he's being tailed by the police. He turns around, drives past, rolls the window down and wags his finger at them.

Professional Wrestling

Part of Hulk Hogan's Five Moves of Doom. The routine basically looked like this: Punch... Hogan's body starts shaking... Punch... Hogan straight at his opponent... Punch... Hogan stars wagging his finger as if to say, "No more." This is swiftly followed up by a series of punches from Hogan, a Big Boot and finally the Leg Drop of Doom.

Video Games

In Kingdom Hearts II, Demyx does this to Sora and company in the cutscene before the fight against him. They respond to this by drawing their weapons.
Sonic does this on the title screen of Sonic the Hedgehog. It's his signature pose.
- It's also how he finishes his Dynamic Entry late in the Subspace Emissary mode in Super Smash Bros. Brawl.
Manfred von Karma in the Ace Attorney series. And his daughter, Franziska, and his pupil, Edgeworth. Must run in the family.
In Final Fantasy VI, Kefka does this occasionally when he has the upper hand. Some of the other characters do as well. However, given the limitations of 16-bit graphics, it looks like they're wagging a different finger.
Mario does this himself in Paper Mario as one of his victory animations at the end of a battle.
Wesker manages to pull this off if you try to shoot him in Resident Evil 5, practically in the exact same way as the T-1000.
Baal in the opening cinematic of Diablo 2: Lord of Destruction. The incredibly nervous elder representing Sescheron has just delivered a quavering You Shall Not Pass. Baal pauses for a moment as though he's genuinely thinking of turning his Army of Doom back down the mountain to find some other place to pillage... then promptly vaporises the elder's innards. He issues this trope along with the words "It appears your terms are not acceptable", cackles and lays waste to the entire town. A good time was had by all!
The Raincoat Killer taunts you all the time with this in Deadly Premonition.
In a shout-out to the Jurassic Park example, in Timesplitters: Future Perfect, an animation of Crow pops up and does this when you try to look at his files.
Another shout-out example of this is Fei Long's taunt in Street Fighter Alpha 3 and (Super) Street Fighter IV. Being him a Bruce Lee Clone, it's only natural that the aforementioned Way of the Dragon example would be incorporated to him at some point.

Web Animation

A winged Rinoa does this to her allied fighters in Monty Oum's Dead Fantasy II.

Web Comics

In Off White, Albert does this with both hands at some hunters that were threatening him and Seven. It works.

Western Animation

There's one with Bugs Bunny doing the Finger Wag to a gangster pretending to be a baby.

Bugs: Ah, ah, ah, Finster. Mustn't play with the dirty money!

Shaun The Sheep: Bitzer the sheepdog will often Finger Wag at naughty sheep as a warning to behave. It never sticks.
In Feed the Kitty, the first Marc Anthony and Pussyfoot cartoon, Marc Anthony wags his finger at Pussyfoot when he (she?) misbehaves. Pussyfoot just swats at the finger, causing Marc Anthony to melt into a puddle of gush.
The King of the Hill episode, Hanky Panky, "Peggy's Sugarfoots" barbeque restaurant after renovation has a choo choo train reading "no substitutions" with Peggy's cardboard face and a wagging finger.
In The Powerpuff Girls, after Him turns everyone in Townsville against the girls - forcing them to beat their loved ones up - they warn him not to do it again, or else. His response:

Him: (CLAW wag) Tsk, tsk, tsk! You girls underestimate me! I never give repeat performances!

Optimus Primal and Dinobot give a Finger Wag to Inferno as Tigatron threatens him to not harm the wild.

Real Life

It's a very common gesture from parents to children.
Dikembe Mutombo, which even led to an NBA rule change.
The Delta Airlines inflight safety video includes a finger wag with the "no smoking" admonition.