Small watch batteries are an interesting example, I don't recall seeing any warning stickers on these toys or their packaging. Perhaps something is buried in the back of an instruction manual, but that would be obviously ineffective.
The more dangerous case is those watch batteries are included in some greetings cards which play music or a recorded message etc. Very young kids can easily chew on a greetings card which isn't going to hurt them, but they may now swallow a battery as well, which may hurt them.