Your character is set, their tragic life is just getting started, and you understand all about being a supporting actor; now it's time to turn toward creating a dramatic atmosphere. When talking about Setting we need to consider both the campaign setting and individual scenes. The campaign setting is there to set the general themes of the drama, while individual scenes provide space for each character to show off their feelings about the world around them, and to indicate how the story affects them. For a good explanation as to how scenes work together to create campaigns, I recommend that you read Hamlet’s Hit Points by Robin D Laws. Setting the scene is often the job of the GM, but in recent years it has become fashionable for the Players to take a creative hand.
At the start of a new game everyone should discuss their characters' roles as well as the genre, game system and mechanics. This creative session is often referred to as “Session 0.” In keeping with all we've said above, Session 0 is also a good time to discuss the dramatic approach you'll be taking as the game progresses. Getting buy-in on the general dramatic approach helps everyone play in ways that keep the story moving forward while reinforcing each other’s approaches.
Roleplaying games naturally lean toward heroic adventures, and while a dramatic game often has high stakes, they are just as often extremely personal. To achieve this level of meaning and depth, we must set up different perimeters for our game. This doesn't mean the game won’t be fun, it just means that we'll be creating a more intense and compressed world, one full of pressure. It usually means we'll be dealing with a smaller area, fewer NPCs (most of them recurring), and often a shorter period for each campaign. These perimeters combine to create high personal stakes for your characters. To enable a dramatic campaign your group should consider a small area, like a single urban environment, or a large ship. The idea is to create a community for you all to inhabit and interact within. Take the Thieves World series for example: The City of Sanctuary was large enough to house lots of interesting conflicts, but it also encouraged explosive personal interaction and adventures. The TV miniseries Black Sails―with all its pirate ships and pirate harbor―allowed everyone to travel and have adventures while ensuring that everyone was tied to a tight dramatic setting.
In such high-pressure settings, people are constantly bouncing off each other, creating lots of dramatic potential. In a typical situation comedy this creates farcical situations; in a dark police drama the intense emotions create dramatic or melodramatic interactions. But both involve high-pressure conflict played out in a limited environment. To emulate this in play, you need a population that goes beyond mere monsters to slay or NPCs to kill before they kill you. You want to create a population of NPCs that draw from your characters' backgrounds as well as the GM's imagination. These characters need to have a sustainable existence that will provide logical reasons for them to interact with your characters frequently and repeatedly.
Another trick for ensuring dramatic adventures is simply to shorten their length. Consider British 8-episode seasons, as opposed to the American standard of 21 episodes, or an hour-long TV show vs a 3-hour-long Lord of the Rings film. Not only do you need to think in terms of shorter adventures and campaigns, but even the encounters need to be played out more quickly. You'll find that you can't keep a dramatic scene going for too long before it turns into a parody of your intentions. Jump to the beat, get to the point, and close the scene as soon as the main issue has been resolved―or complicated by raising the stakes.
In closing, remember this: with dramatic characters come dramatic settings. These settings are best constructed to be small and intense, designed to create meaningful opportunities for the Players' dramatic approaches to shine.