Open a la Saving Private Ryan - ie huge battle, the town is in flames, people dying, weeping, screaming, the PCs are all in town for various reasons - and come from different start points - but meet up and leg it when the cause is lost. Perhaps start with one of them waking up from a drinking stupid, describe the madness (series 1, ep1 TWD), they pen the window, all hell breaks loose. They see a person (pc2) helping an injured townsman only to have the townsman crushed by falling masonry from the building pc1 is in. Pc1 gets out of crumbling building, helps pc2 up from the dust. Intro intro how do you do whoops massive rock catapulted in, let's move. Pc3 might be on the walls being an archer type and sees her battlement smashed by a massive claw, sending her tumbling into the street below. There she lands on top of an invading footsoldier who was in battle with pc4. Let's go! They round the corner bump into pcs1&2.
But if a fight with one or two vanguard invaders, aided maybe by pc5 who has just finished putting out a house fire; they team up to help a screaming mother get her kid out of some wreckage, there's more battle, it's all getting bit hairy, the order comes to abandon the town which is ablaze and choked with poison gas...
They're not running away for being cowardly but rather they're part of a stream of refugees slipping away into the night, possibly having been entrusted a macguffin by the dying city watch captain or whoever.