Many songs alternate between a major key and its relative minor. In this case it is common to use harmonies from the natural minor scale because it contains the same notes as the relative major scale. If a chord from a different minor scale is desired, there will usually be an indication in the melody, e.g., an accidental. The following progression begins in the key of G major and ends in E minor. All the notes in these harmonies are found in both the G major scale and the E natural minor scale.
This song alternates between the keys of G major and E minor. It has two verses: the first expressing a longing for a lost love, and the second angrily rejecting the ex-partner. Listen to the recording and notice how the singer delivers each verse in a totally different way. This is partly done with dynamics, partly with range (verse 2 is sung an octave higher), partly with the way the words are expressed, and partly through the use of harmonies.
The harmony sung in the final four bars of each verse is based on the progression from the previous example. Listen to the impact the harmonies have by coming in at this point. Using harmonies only at points you wish to emphasise often works better than harmonizing the whole melody.