Is lying always wrong?

In my college psychology class I was introduced to the idea that lying is not always wrong. The professor gave us the following scenario to prove it:

Someone starts beating frantically at your door. You open it up to find a very young girl there, frantic and terrified. She tells you a man has been holding her captive for 2 days and she just managed to escape. However, he discovered that she’d escaped and he was hot on her heels and could she hide in your house.
You let her in and stick her in a closet.
Soon after a “nice,” well groomed man comes knocking and ask if you’ve seen his “daughter” or “niece” or whatever.
Do you tell the truth, or do you lie?

That little exercise was a real eye opener for me.

A lie is not always wrong. If it’s being told for a higher purpose, then telling the truth would be the wrong thing to do.

By the same reasoning, stealing is not always wrong, either. Or cheating. Or killing someone.