If the affinity consists in a specific native structure recognition or in using immobilized antibodies for specific interaction, the technique is useless (for instance if using GST or MBP as affinity tags or using anti Tag grafted matrix). To my knowledge only Histag is suitable for purification using Ni2+ chelating matrix in denaturing condition.
Depends.. see Dr Liger & Kishore's answers. If you are using a bound oligonucleotide affinity probe for a DNA binding protein then that might also work. Otherwise.. unless you can refold the protein.. forget it.