Proverb or expression for a situation with two choices, both leading to a different kind of trouble

I'm searching for a proverb or expression that describes a situation which has two choices or two ways out (that is, somewhat of a forced choice) where both lead to some kind of trouble (but not the same trouble).

As an example: Let's say that you can chose to go either left or right. If you go left, you will have to fight your way through an army of trolls. If you go right, you will have to go through a desert without any food or water for one week.

Solution 1:

The most common English phrase for this is between a rock and a hard place. It means:

In difficulty, faced with a choice between two unsatisfactory options.

Specifically, to say you are caught between a rock and a hard place means that you are in a dilemma. The exact dilemma seems to be exactly what you're describing--Morton's fork, which is:

a choice between two equally unpleasant alternatives (in other words, a dilemma), or two lines of reasoning that lead to the same unpleasant conclusion. It is analogous to the expressions "between the devil and the deep blue sea," "between a rock and a hard place," or, as those in the Spanish- and Portuguese-speaking world say, "Between a cross and a sword." This is the opposite of the Buridan's Ass.

Solution 2:

There are a number of these in English.

Between a rock and a hard place.

Between Scylla and Charybdis.

Between the devil and the deep blue sea.

As well as the closely related expression:

Out of the frying pan and into the fire.

Solution 3:

Although you asked for a proverb or expression (which simchona has provided), there's also a single word for this: a dilemma is a choice between equally unappealing options. From the Oxford English Dictionary:

1. In Rhetoric. A form of argument involving an adversary in the choice of two (or, loosely, more) alternatives, either of which is (or appears) equally unfavourable to him. (The alternatives are commonly spoken of as the ‘horns’ of the dilemma.) Hence in Logic, a hypothetical syllogism having a conjunctive or ‘conditional’ major premiss and a disjunctive minor (or, one premiss conjunctive and the other disjunctive).

2. Hence, in popular use: A choice between two (or, loosely, several) alternatives, which are or appear equally unfavourable; a position of doubt or perplexity, a ‘fix’.

One of the example sentences is:

1888 J. Bryce Amer. Commonw. II. liii. 332 They were‥in the dilemma of either violating the Constitution or losing a golden opportunity.