It looks like your problem was answered right in the the Greedy algorithm wiki: http://en.wikipedia.org/wiki/Greedy_algorithm#Cases_of_failure
Imagine the coin example with only 25-cent, 10-cent, and 4-cent coins. The greedy algorithm would not be able to make change for 41 cents, since after committing to use one 25-cent coin and one 10-cent coin it would be impossible to use 4-cent coins for the balance of 6 cents, whereas a person or a more sophisticated algorithm could make change for 41 cents with one 25-cent coin and four 4-cent coins.