As others have said:
1) Get the table on the same page. Talk to the players and ensure this is, indeed, the kind of game they want. Express what you were thinking as the game you want and see if they're on board with it. If they say, "Nah. We're having fun as is...", THEN...as the DM, it's up to you to make the game fun for yourself as well. So...coupla ideas...
1a) Introduce the PCs to the local Thieves' Guild. Maybe they have a mission for them. Maybe they demand their "cut" for the robbing and killing in their turf. Maybe they aren't too pleased with the rampant chaos-causing on their turf, it brings the guild under unwanted scrutiny and (false) blame. So the PCs can a) make an ally of the thieves guild, and pay their percentage. b) make an enemy of the guild -who has assassins and thieves of its own to handle these kinds of trouble makers. c) try to take over the guild so they can do as they wish.
1b) Introduce public consequences. Sooner or later, if they are going around doing this killing and stealing IN TOWN (or a city), the Law will come after them. The local gendarme will be looking for the PCs constantly. Tough to get around town when there're guards on every street with posters of your likenesses. The locals, while maybe they will still serve them -to an extent- out of fear, they will not HELP them. Eventually, they will flat out avoid/ignore them...and if the thieves' guild is an enemy, certain shops reliant on them (protection money, other extortion, etc...) might be "closed" altogether. Need some spell components, wizard? Need some armor repair...or new armor, fighter? Looking to restock your quiver, ranger?
This isn't just "physical world" help. Who is this cleric a priest of? If they are a "lawful" deity and this cleric is running around killing and stealing, their spells might start to become spotty. I would cut off the "channel divinity" right away. Start rolling percentile dice to see if the cleric's spell goes off! Who's the Warlock's patron? Are these actions in line with the wishes of the patron? Do they, in some way, help or fulfill some misson/purpose/scheme of the patron? If not, maybe the Warlock's "at will" magic starts to require some effort...or doesn't come through every time. Maybe they are of interest to the patron or deity! Maybe the Patron/Deity wants to...give the PCs some "direction" that will put their murderoushobo butts to good use.
2) Involving alignment/Regarding telling PCs what they "would" do. That isn't necessary to bring alignment into it. Using Alignment is not so much telling PCs what they "would do" as making sure they receive the consequences for their actions. It is making the alignment more than just a "LG" or "CN" on the paper. Is the cleric Lawful? Have they murdered anyone (who wasn't some kind of direct enemy of the god/temple?). BAM! You aren't "Lawful" anymore. You're Neutral now. Do it again? Fine! You've proven yourself to be Chaotic. Your god will not respond to your prayers. REPENT! Or find a new deity who's willing to take you on. (automatic side quest/primary adventure).
Neutral PC acting in consistently chaotic fashion. Just make the note to the player that their PC is Chaotic Neutral now (and mark it down yourself so you don't forget they've already made that ethical/moral "step") The player will say "So what." and after some more needless killing or -whatever else might be considered "evil" in your game - make them Chaotic Evil. When the whole kingdom is after the bounty on the head of "Emeritius the Chaotic" they might care. Any other characters who has stolen or slain innocents...you aren't lawful anymore either. Does it have direct "power" ramifications like the cleric, no. But see above regarding how the PC is viewed, how others will react to them. Tough to live in town when everyone hides/closes as "Grodlok the Bloodspiller" comes up the street.
Alignment really doesn't have any meaning in the game if you do not use it...even for clerics or paladins if the DM doesn't enforce it...by which I mean, it is up to the DM to make alignment matter. The age old complaints that its "just some letters on the character sheet" have always struck me as ridiculous. If you don't USE it or MAKE it matter, of course it's just some letters on the character sheet! Same as all the other letters on the character sheet...it's just that you USE those letters to do stuff in game.
That is not to say to make alignment matter there have to be mechanical consequences, though certainly could be (penalties to interactions, gather information, etc..), but is definitely fluffy/story relevant. How do common folk react to the PCs? How do local guards? What are npcs willing to do/tell/pay/etc...? What places will the PCs be granted access? -are they going to take on the entire royal guard because they want to "talk" to the Duke? Fine. How are you getting in the gate? They lowered the portcullis as soon as they saw you coming. You won't be granted an audience with anyone expect some functionary over the wall. When the players complain, [cuz y'all know they will] point out these are the bare minimum consequences of their consistent publicly known actions.
It's up to you to make the alignment matter. Otherwise the players never (or only very rarely on their own) will.
