how about your character is about to be lynched / court marshalled?
What about you find yourself in http://www.youtube.com/watch?v=cxPBfEXk3yQ&feature=related? A public hanging. You are accused of something you can choose to be guility or not guilty of, it's up to your RP. The executioner, judge, sheriff or whatever might say "Any last words?" and you can pick from a few options, one of them would of course be "Nah, I'm good" or something if saying "Yes, I killed the little girls and I enjoyed every minute of it!" is too evil for you and/or your character (of course that wouldn't be what you'd be accused for, it would be something that makes for a better plot) But then suddenly, something like http://www.youtube.com/watch?v=t9WAsQ1hsNk happens! Something cause some sort of chaos, the rope is off your neck and you've got a moment to run away (hands tied though, maybe that's a bit too Skyrim? But you can still kick and tackle.)
Or it could start with you being
freed from jail because the town sherrif acknowledge you weren't the right guy or something. But to make a story out of it, you were involved in the crime in some way. Like there was some people who were to murder someone and you happened to visit the victim at his/her home at the same time, you show up too late, victim's bleeding to death, hands you a note, dies, then law enforcers show up and and arrest you. But I wouldn't like a "break out from jail"-scenario. The sheriff could be a good guy and key character of the story, but there could be corrupted enforcers there too, maybe working for the same group as the murderers of this person you knew or were going to talk to about something that is going around that you are investigating for some reason before your story begins? And the reasons for investigating this would have to be made so it'd be easy to RP the motives of different people, whether a goodie, a devil, an opportunist, et cetera.
Also, I'd prefer though if you created your character, with appearance, stats, skills, perks and traits, on one screen before the story telling begins. It'll be weird to have these "look in the mirror to create your face, do this exam to decide your skills" but in different variations. In Fallout 4 we will have "look in the reflection of this source of water to create your face"?