If you're looking for a real life-ish way to keep your favorite villain out of prison, give them diplomatic immunity.
This is a very brief (and over-simplified) summary of the US State Department's manual for law enforcement in dealing with diplomatic immunity, available in full at http://www.state.gov/documents/organization/150546.pdf.
You know how you're watching a movie or TV show, and the bad guy has immunity, and he doesn't something violently criminal and the cops can't do anything about it, and you think, "Well, they're exaggerating that. It'd never happen like that in real life!" Turns out, actually, it can, pretty much exactly like that. Sometimes.
Broadly speaking, there are three classes of people with different levels of immunity:
Diplomatic agents have very nearly absolute immunity to local laws. They cannot be arrested for any reason, they cannot detained, they cannot be questioned, they cannot be handcuffed, not matter what they've done, even if they did it front of the cops. Their homes cannot be searched even with a warrant, nor can their official vehicles. They cannot be subpoenaed and compelled to testify in a civil case If an ambassador is pulled over driving drunk in his official vehicle (with its diplomatic plates), he cannot be arrested, he cannot be detained, and his car cannot be impounded. The most that can be done is to offer to call him a cab, or drive him back to his residence in the squad car. All of this applies to their immediate families, as well.
The only exceptions are for self defense, matters of public safety, or to prevent serious crimes. (In other words, the "Your immunity is revoked" scene at the end of the first Lethal Weapon movie is actually entirely realistic. Wave a gun at a cop and threaten to shoot someone, and it's entirely legal for him to put a round between your eyes.)
As a side note, all classes of embassy personnel can be issued traffic (and parking) tickets. There's just no mechanism for a) making them pay the fine, or b) making them even show up in court. And their vehicle registration (and plates) are issued by the State Department, who don't care about traffic tickets.
Where Hollywood gets it wrong is in what happens afterwards. While a diplomat can't be arrested once he presents his credentials (they are issued ID cards by the State Department, and there are 24 hour hotlines to verify claims), the State Department strongly encourages the police and prosecutors to investigate and develop the case just like any other, and when they can honestly say "We would prosecute this were it not for the immunity," they say that to the State Department, and State will ask the sending government to waive the immunity, with a real expectation that they will. (Interesting note: the immunity does not belong to the diplomat, it belongs to their government. The diplomat cannot waive their immunity.) IF the waiver isn't forthcoming, the diplomat being expelled from the country is pretty much automatic, and arrest warrants will be entered into NCIC, in case they ever come back without immunity.
Protection for diplomatic level staff is basically the same, only with a rather higher chance of a waiver being granted if they get caught committing a crime.
Support staff has rather less protection. They have no immunity from arrest for criminal acts, but cannot be prosecuted for acts committed as part of their official duties. (Whether or not something is part of their official duties, BTW, is decides by the court that has jurisdiction over the crime, not the State department or the government that sent them. Most judges are smart enough to not push their luck into international incidents, though, if the sending government claims them. This is useful in a gaming context in that spies are often listed as embassy staff at some level, and few state judges are eager to start an international incident.)
That sums up embassy staff. Interestingly, consulates are treated entirely differently (and governed by a separate treaty), because consulates serve and entirely different purpose. A consulate is there to issue travel visas to tourists, provide assistance to their countrymen who have problems, and keep and eye on trade and commerce issues. An embassy's purpose is to facilitate communications between the two governments. All else is secondary to that.
So "Career Consular Officers" (both the Consul and the senior staff, basically the top two categories of duties for an embassy staff) can be arrested, but only on a felony, and only after a warrant has been issued by a court with jurisdiction over the crime. Their residences can be searched using normal warrants, etc., but not their offices. They have immunity in criminal cases only for official acts, and while they can be subpoenaed in civil cases, they cannot be compelled to testify. Support staff has only very limited immunity for official acts. Family members have zero immunity.
Also note that these are general guidelines, and exceptions about, usually in the form of increased immunity for specific individuals, negotiated on a case by case basis with specific countries. The general rule is "Don't accept anything as face value. Call the State Department's hotline and we'll tell you what you can and can't get away with."
Is that confusing enough? Imagine how your players will reacts when they have the bad guy dead to rights on an espionage charge, with all the evidence needed to lock them up forever, and the cops . . . just let them go . . . straight to the airport to go home.