One that our DM has a used a couple times: we're all members of a tribe, chosen by the elders to perform a mission of great importance as our adulthood trial. The second time we used the "members of the tribe" thing, we are (this is our current campaign) heroes who had gone through a month-long training program, and are really working for the richest man in the village, who uses us for his own ends.
Our other DM (we have two; they switch off) uses the Syndicate, a shadowy organization who rescued all of us from various, soon-to-be-fatal, predicaments, with the following proviso: you can work for us, or you can go back to where you were. And yes, I just realized he stole it from La Femme Nikita.