I in fact played a superhero game where our characters were working for the government. And I thought it was such a cool idea until I played two of the games, where it was just used for railroading purposes and nothing else.
I've seen a lot of "railroading" by the government in super hero games. It's not that the DM is necessarily trying to railroad things, it's just a fairly common conception of how the government works. The government is paying for the team, so someone in the government orders someone else to order someone else to order the PCs to do something. It seems to be a fairly common element of the genre.
I think a large part of why players don't want their PCs working for large organizations is simply that we get so much of that in our real lives
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D&D is a chance to leave all that behind and enter a world where nobody can tell you what to do, where any problem can be solved with a cunning mind and a sharp sword.
I think that the truer Dausuul's point, the more attractive the "rootless vagabond" becomes to the players.
But I think there are approaches to working with big organisations that can ameliorate some of the issues.
If the problem is railroading, well that is a metagame issue. You can solve that without having to change the ingame situation: that is, it can be true
in the fiction that the organisation is giving the PCs orders, without that meaning that, at the table, the GM is railroading the players via directives from NPCs. The easiest way to do this is to have the NPCs tell the PCs to do the stuff that the players want to do anyway!
[MENTION=177]Umbran[/MENTION], upthread, gave one exampe of how this sort of approach can be taken up mechanically. But even without clever mechanics like that you can still take this sort of approach. The last time I ran a campaign in which the PCs worked for a big organisation (the Imperial Government of the Great Kindgom in Greyhawk) it was done through a combination of metagame - as GM I had the organisation assign tasks to the PCs that they wanted to do anyway, and it had overall objectives that fit more-or-less with the objectives the players had for their PCs - and ingame - the PCs were relatively high level and powerful, and so had a reasonable amount of influence on the organisation's policy.
When taking this approach there is also nothing to stop the GM using the organisation as a source of adversity for the PCs - there can be rival factions in the organisation, and their missions for their faction bring them into conflict with the aspirations and activities of other eements within the organisation. This helps immersion - the organisation is not just an extension of the PCs, and is not monolithic - without railroading.