It was a dark and eerie night in dark ages era Europe. Almaric, the vampire, surveyed the town. He needed to feed and was tired of slinking around, hiding his identity. After all, he was more powerful than ten of these mortals combined. Confident, he marched up to a peasant's home and kicked in the door. Walking right in and grabbing the woman, he proceeded to feed while the rest of the family fled in terror.
His thirst satisfied, Almaric then left the hovel and saw a crowd of angry townfolk, wielding pitchforks and torches. Though amazed at how quickly this sleepy, remote village had mobilized against him, the vampire was not cowed. Almaric proceeded to use all his abilities to send the mob fleeing for their lives.
Laughing at their pathetic attempts, he then turned to leave and be on his way. However, seemingly out of nowhere, a group of knights had arrived and looked ready to do battle.
"That is stupid. Its some little tiny hamlet in the middle of nowhere and now suddenly there are knights?" Almaric yelled across the table.
Indeed, the development was startling and incredibly unlikely. However, the game master refused to give an explanation for why knights would be patrolling in the middle of nowhere in the middle of the night. Arguments ensued and eventually Almaric fled the town and continued on with his prearranged quest.
However, the discussion over the incident would continue for weeks as players would suggest unreasonable reactions to events and unlikely encounters. Eventually, the group would abandon the campaign of Vampire: The Dark Ages and switch to a different setting and different game master.
Many games feature players who are supposed to be much more powerful than the average person and thus lend themselves to players going crazy with mayhem and destruction. A GM might not like having to deal with and roleplay out players looting some random collection of hovels, or attacking and plundering an inn or merchant caravan.
It is certainly reasonable to ask your players to try to at least loosely stick to the quest at hand, or to gently nudge them in that direction. Say, the loot in the hovels is mostly worthless, or the inn was a favorite of the local lord and now there is a price on the head of those responsible. The group could find themselves without adequate supplies if all the local trade routers have been pillaged.
There are plenty of ways to discourage this sort of behavior without resorting to the kind of nonsense you find in video games(overpowered guards showing up out of nowhere). Remember, when you are the GM, you are guiding the game, and nothing else. Let your players play how they want, and if there is a problem, try talking to them out of character to get things back on track.