I once ran a group adventure where the players' characters were hired by a noble to provide escort for his daughter to a distant kingdom. Along the way, in every town the players stayed, mysterious murders started taking place. Over the trip, authorities started to suspect the adventurers due to circumstances. This really rankled the players and when they discovered the noble daughter in their charge was an evil assassin having fun, they had a massive range of emotions to their reaction. Not only did they have to prove their innocence, they had to find evidence to do so. Some of the players were really torn - what would the noble father do to them if they turned the daughter over? What would happen to them if they didn't?
One interesting effect to running a good adventure in the prison was that a number of non-playing inmates wanted to hear about the latest gaming events, much like following a soap opera.