Every now and again comes the TPS (Total Party Screw). This is where, by their own actions, those of the GM or the luck of the dice, the party, while not dead, is royally boned. Contacts dry up, cash is gone, ammo is out, safehouses burning, and the Mob, Yakuza, Triads, Vory, Ares, Lofyr, Harlequin, and President Colloton are all out for blood.
The cool thing about a TPS is that it is almost always either richly deserved, or the characters can clear their names. Good storytelling either way, so long as this is not abused.