I’ve got a few examples!
First, for when players try to do roleplay that’s outside of what the game’s theme supports:
Right on the front page of the Silent Heaven website is a handful of things that can’t change about the town of Silent Heaven. One of them is, “Silent Heaven isn’t in any set location. Outside contact within Silent Heaven will never happen. For what it’s worth, consider the town to be on an entirely different plane of existence.”
This didn’t stop the playerbase from wanting their first major plot to be building a radio and attempting outside contact. I told them, “Hey, this will probably end in failure. Do you still want to go through with it?” And I love my players, because they went all-in on this plan. While they scavenged all the items to build a radio, I got to brainstorming what sort of effect this could leave on the town.
When the event began a couple weeks later, they had assembled the radio at the highest point they could find in the town. With all that effort, I rewarded them with someone speaking on the other end. Someone who seemed to know exactly who they were. Someone who said they’d send some friends to their location to collect their bodies. After they dealt with that fallout, and the hostile monsters coming their way, it soon became apparent that they summoned a demon that loves putting on radio shows. And that there was likely a radio station somewhere in town!
That event set a precedent that attempting to go against the unchangeable boundaries of what the game can support will have unintended (and fun) consequences.
However, when someone wants to do something that tests the boundaries of what I’m comfortable roleplaying, I’ve had to say, “Unfortunately, we don’t have support for that kind of roleplay.” Someone here taught me that line a couple years ago and I’d encourage everyone to have that line in your repertoire when your players are going very far in the wrong direction.
In the realm of smaller changes, last year, the PCs successfully banished the campy lust demon from the town. They then proceeded to vandalize and desecrate his den of opulence, which was situated across a river that characters could only reach via raft or kayak. Given that nobody was there to stop them, we gave them a free-for-all and updated the room descriptions afterwards to reflect their destruction. One character even stole a king-size bed, but the player roleplayed the mattress slipping off their raft and sinking into the turbulent waters. There was no reason to do this other than the player thought it would be fun and realistic. I love rewarding self-induced losses, so now there’s a king-size mattress in the description of an underwater room, complete with bedsheets and pillows, that any character who can swim can see.
It doesn’t take much to give a player a sense that their character matters in the world. If they can point to something in-game and say “I made that happen,” that makes most players happy.
What makes them unhappy is if you undo what they’ve done. If a well-enjoyed Big Bad Evil Guy is assuredly dead, it makes players feel like they don’t matter if her hand rises out of the rubble sometime later. Recently, someone performed a ritual on what remained of a BBEG, causing echoes of the past to be broadcast briefly. Some characters interpreted this as the return of the BBEG and got really miffed about how their efforts didn’t matter, to the point that I had to tell folks that that wasn’t what had happened, and that’s she’s absolutely dead dead.
I hope this helps!