One of the most striking characterstics about organised crime and certain other endeavours is that it occasionally organises along ethnic lines. These are sometimes the result of existing traditions among cultural groups, sometimes because people of a certain ethnicity don't feel they have any other useful means by which they can express themselves in a profitable manner, but the existence of things like the Italian mafia are beyond dispute.

This can easily be applied to add a unique feel to any game or story. Take a normal thieves' guild, make it populated mostly by people from a certain not too far away land - say Asitria - and suddenly we have versions of Asitrian customs and people being feared and respected within larger cities and societies as powerful groups.

This can also be applied to comparitively primitive groups (barbarians outside of Rome), and segregated by the type of crime (bloodsports practised by the barbarians gain a huge underground following). One group might be associated with piracy, another with smuggling, and so on.

This can of course have wider social effects, leading to political machinations, pogroms and espionage opportunities. Imagine an underground war between Asitrian extortionist rings and a vampire trying to establish itself in the slum district. Nor should the association neccessarily be of a criminal nature, people from different places might be associated with a particular kind of craft or trade, such as growing tobacco or weaving valuable textiles.

I'd recommend mixing this kind of cultural spice into any milieu, it's easily done and often builds itself!