  The recently demonstrated robustness of fluctuation theorems against
measurements [M. Campisi \emph{et al.}, Phys. Rev. Lett. \textbf{105} 140601
(2010)] does not imply that the probability distributions of nonequilibrium
quantities, such as heat and work, remain unaffected. We determine the impact
of measurements that are performed during a running force protocol on the
characteristic function of work. The results are illustrated by means of the
Landau-Zener(-St\"uckelberg-Majorana) model. In the limit of continuous
measurements the quantum Zeno effect suppresses any unitary dynamics. It is
demonstrated that the characteristic function of work is the same as for an
adiabatic protocol when the continuously measured quantity coincides with the
Hamiltonian governing the unitary dynamics of the system in the absence of
measurements.
