1. The first law of thermodynamics is essentially the principle of conservation of energy as there is a close relation between work and energy. We find that there is a net transfer of energy (heat) from a body at higher temperature to a body at lower temperature. The net transfer of energy from a body at lower temperature to a body at higher temperature is not observed though consistent with the first law of thermodynamics. 

2. If two containers, one containing nitrogen and the other containing oxygen, are connected to allow diffusion, they mix readily. They never get separated into the respective containers though there is no violation of the first law of thermodynamics. 

3. It is not possible to design a heat engine with 100% efficiency, though there is no restriction imposed by the first law of thermodynamics. 

4. At room temperature, ice absorbs heat from the surrounding air and melts. The process in the opposite direction is not observed, though consistent with energy conservation. These examples suggest that there is some other law operative in nature that determines the direction of a process