I've been told by my long-time players that the best game of D&D I ever ran was set in Dark Sun (sort of), and in it, the PCs were tasked with being the guards for a princess who was going to another city in order to marry a prince, thus sealing a treaty to end a generations-long war.
Of course, some didn't want this war to end- those making money off of the war, those who wanted to keep the countries at each others throats to keep them from looking outward, etc.- and so the journey was going to be dangerous.
Wisely, the King sent out numerous caravans out from his capital as decoys. Some with many soldiers, some with but a few guards. The PCs were in a caravan of the latter variety with the princess and her handmaid.
Unfortunately, while crossing an arid wasteland, the caravan's outriders reported a huge army approaching. Somehow, the ruse was up. The caravan managed to make its way to a long-abandoned citadel before the army got to them, though once inside, they were trapped. After clearing out a few giant hornets, they were safe, but had no way to get past the army.
Then one of the party discovered there was a possible secret escape route...and the REAL adventure began.
