Most cities have "police" departments. These departments are funded by the major corporations of the area to keep it's employees safe. "Crime" is usually dealt with by fine and/or expulsion from the city. There are times when people are punished by being put in a prison. Crimes can only be inflicted on citizens. Citizens are people who are part of the United Corporations of the World (UCW). Most businesses have paid to become part of the UCW to get the protection invested by the UCW. No surprises here but you guys aren't part of the UCW so you can't be a victim of a crime.
Inprisonment: Being placed in prison is usually done to citizens that companies want to punish or make an example of. They serve their time then are placed back into the job. Sometimes LC's will be held in prison. This is rare and usually is just done until the LC can be executed. If a mage ever does anything that would be cause for inprisonment, they are put to death on the spot.
What this means to you as lawless citizens is that an informal code of conduct has come into being. The major rule of this code is that in a city, the use of firearms is a last resort. This is why so many lawless citizens (LC's) carry hand to hand weapons such as swords and knives. The reason for this code is that stray rounds may hit citizens. Injuring a citizen is not good. Killing a citizen usually brings death to the killer (without the benefit of a bogged down court system if you are an LC). The police don't worry too much if they kill the wrong LC, better luck next time. If you happen to be a citizen, then you would get a chance to prove your innocence but the characters in this game don't have to worry about that.
Vegas is a little more strict than other cities because it relies on tourism. The police frown on any action that would discredit the city or make people afraid to come spend their money there. The killing still happens of course but it is kept in the shadows better than in many areas.
Being a citizen is not an elite position nor do you have to be born into it. All you have to do is get a real job at a corporation that is part of the UCW (yuck!). Most LC's have chosen that lifestyle. Some were citizens but found that life too boring. Most citizens are human, other races not worried about becoming citizens. They have their own rules and laws and are not as open minded as humans are. It is much harder to become a member of a Dwarven clan or an Elven society. Both are nearly always birthright, with the occasional honorary member.