As others have said there are many expressions describing a situation in which there is no apparent beneficial outcome, such as choose the lesser of two evils , between a rock and a hard place , etc.
It could also be called a no-win situation .
ell.stackexchange.com/users/51528/Mick
One might say than in such a situation, you're faced with two evils (or maybe more than two).
There's a commonly used phrase choose the lesser of two evils : To pick the less offensive of two undesirable options.
I wasn't excited about going to a seminar all weekend, but I also didn't want to lose my license, so I chose the lesser of two evils and spent the weekend learning about new regulations in our field.
Do you really want to get a demerit for not having your blazer?
Just choose the lesser of two evils and tell the teacher you forgot it—maybe she'll take pity on you!
(source: The Free Dictionary )
ell.stackexchange.com/users/18673/Glorfindel
There are many such idioms in English.
You could say you are "caught on the horns of a dilemma," "between a rock and a hard place," "between the devil and the deep blue sea," "between Scylla and Charybdis.
"
These generally all mean you are faced with two equally unpleasant options. https://www.collinsdictionary.com/dictionary/english/on-the-horns-of-a-dilemma
ell.stackexchange.com/users/94550/Showsni
In that situation, you are said to have a Sophie's Choice .
Example (from Wiki):
We've been given a Sophie's Choice .
We can improperly care for some children vs. improperly care for other children.
A choice where every alternative has significant negative consequences. https://en.wiktionary.org/wiki/Sophie%27s_choice
ell.stackexchange.com/users/97953/Anandk
The expression lose-lose situation (any choice is as bad as all the others), as mentioned by Ryan, is probably the best one so far.
All I can do is recommend you another way to describe a situation where all outcomes are considered equally bad:
Either choice is bad any way you slice it .
Here's how the Macmillan Dictionary defines any way you slice it : used for saying that something remains true, whatever way you consider it Example:
The book is a bestseller any way you slice it.
ell.stackexchange.com/users/6450/Michael Rybkin
Damned if you do, damned if you don't is another common idiom conveying this.
A situation in which one can't win.
For example, If I invite Aunt Jane, Mother will be angry, and if I don't, I lose Jane's friendship-I'm damned if I do and damned if I don't.
[Colloquial; first half of 1900s]
ell.stackexchange.com/users/22789/Michael J.
A lot of answers here (lose-lose, lesser of two evils, horns of a dilemma, rock & hard place) seem to indicate choosing between two options.
Where there are a number of distasteful options
the general idiom I've come across is: The best of a bad bunch
Yes, it looks like you have a range of choices, but in an ideal world, you wouldn't select any of them.
Since you have to choose one, you pick the best of a bad bunch.
ell.stackexchange.com/users/89/mcalex
" Dilemma " can work well in some cases: di·lem·ma ( noun ) a situation in which a difficult choice has to be made between two or more alternatives, especially equally undesirable ones. Also, I like " lose-lose " mentioned above – but “dilemma" is more formal.
ell.stackexchange.com/users/97957/DVE
It's called a zugzwang .
CHESS noun: Zugzwang a situation in which the obligation to make a move in one's turn is a serious, often decisive, disadvantage.
"black is in zugzwang"
ell.stackexchange.com/users/97946/Alejandro
I'll add Catch-22
It's from an old satire story about American military life.
This particular allusion is to intentionally self-defeating regulation.
In the story, a soldier may apply for relief from battle on grounds of insanity, per regulation 22, but had to make the application himself.
However, the ability to recognize one's own insanity proves no insanity exists at all, thus the soldier would "catch [regulation] 22" and his request would be denied.
The most appropriate use for this should be when you have a choice, but outcomes are identical, but common usage is for a selection of choices and all outcomes are not favorable.
Whatever your choices, I give you The Clash while you decide.
ell.stackexchange.com/users/6768/6768
Here, we call it "elections"..
But you could say "entre a cruz e a espada" in Portuguese ('between cross and sword' literally).If all your 'options' are bad, you dont choose.
Except on elections.
Actually, not joking or trolling, but people just don´t get it...
ell.stackexchange.com/users/97935/Kamers
A typical term for this scenario is to refer to " Morton's fork " .
The etymology for this dates back to tax collectors in medieval England, after a scheme proposed by a bishop named John Morton, which held that anyone who lived modestly must be saving money and thus could pay their taxes, while anyone who was living lavishly must be wealthy and can thus also afford to pay taxes.
ell.stackexchange.com/users/66767/nick012000
How do you call a situation in which you seemingly have a choice, but whatever you choose it will be to your disadvantage in one way or another?
What do you call a situation where you have choices but no good choice?
ell.stackexchange.com
<word-request><phrase-request>
ell.stackexchange.com/questions/217229
ell.stackexchange.com/users/97895/user18894
There's a commonly used phrase  choose the lesser of two evils :   To pick the less offensive of two undesirable options.  You could say you are "caught on the horns of a dilemma," "between a rock and a hard place," "between the devil and the deep blue sea,"   Damned if you do, damned if you don't  is another common  idiom  conveying this.   " Dilemma " can work well in some cases:   di·lem·ma  ( noun )  a situation in which a difficult choice has to be made between two or more alternatives, especially equally undesirable ones.    The posssibilites are as follows: "faced with two evils", "choose the lesser of two evils", "caught on the horns of a dilemma", "between a rock and a hard place", "between the devil and the deep blue sea", "between Scylla and Charybdis", "damned if you do, damned if you don’t", "best of a bad bunch", "bad any way you slice it", "dilemma", "zugzwang", catch-22", "elections" or "Morton’s fork". 
The posssibilites are as follows: "faced with two evils", "choose the lesser of two evils", "caught on the horns of a dilemma", "between a rock and a hard place", "between the devil and the deep blue sea", "between Scylla and Charybdis", "damned if you do, damned if you don’t", "best of a bad bunch", "bad any way you slice it", "dilemma", "zugzwang", catch-22", "elections" or "Morton’s fork". 