The only time I had an issue with a co-worker cheating was when my boss-of-sorts was cheating on his wife with a woman in another state. He'd supposedly be gone to a conference, but he was actually flying off to see her.
Within the course of three days, I received multiple calls...at home...from both his wife and the girlfriend. The wife was calling me tearfully to ask if I could tell her anything about the girlfriend. The girlfriend was calling to get info about the wife and make some arrangements to send stuff to the office. How either one of them got my home number, I'll never know. Well, I probably do know because the girlfriend said that he had told her I was his "best friend" and she could call me if anything happened to him. Whaaaa?
I told him that the calls had to stop or I'd go to HR. The calls didn't stop and I did go to HR. He was fired, not just for that but for other things I didn't know were going on. Serious things.