@carver I love running morally ambiguous campaigns. Makes the players think about what they're doing, who they're doing it too, and why.
My highest compliment after one session was a player saying, "You're an asshole!"
They knew they were bandits, they knew they had to get by them and into the cave, but they encountered a downtrodden troupe of failing actors (and had some absolutely shit die roles) so they were in effect 'the bad guys beating up innocent travelers'.