Forgoing immediate revenue in order to provide customers with a more satisfying experience may be an optimal decision for a firm if dissatisfaction reduces customer lifetime value.  This paper estimates the long-run effects of paying late fees, a leading cause of dissatisfaction in the video-rental market, on lifetime value.  Using administrative data from an independent video store, we empirically examine the effect of penalizing customers on future spending per visit, visit frequency, and customer retention.  We use a semiparametric identification strategy designed to analyze dynamic binary responses in panel data and find that late fees have a significant effect on future profit.  Specifically, we find that customers respond to paying a late fee on all three dimensions – expected spending temporarily falls by 0.8% (mostly in the form of reduced future late fees), average wait time between visits increases by 1.4 days, and customers are 27% more likely not to return.  Expensive late fee payments have a larger effect on future behavior than inexpensive late fee payments.  We also find that late fee payments that are taken directly from a prepaid account have less of an effect on future behavior than those collected in cash at the register.  We discuss the managerial implications that these results have regarding late fee policies as well as the effects of dissatisfaction more generally.