When I ran a game with a dark ambiance, I gave the PCs roles and responsibilities in the country. That kept them in town (or, in-country, as it were).
They started as agents of the Department of Internal Defense (before the formation of DHS, I'll have you know). The more they embraced the necessary evil, the more powerful they became (one character even became a Countess), and the more opportunity they had to do good, but of course by then habits were entrenched and power needed to be retained, if for no other reason than to prevent someone even worse taking over. (Holy run-on sentences, Batman!)