Evil campaigns can work, but you gotta make sure everyone's on the same page. Session 0's are important, people!
Speaking of which, I GMed a cyberpunk game where the Players were crooks working for a shadowy kingpin. They robbed people, murdered bystanders and were menaces to society. One of my Players, who was stoked about playing an evil PC, became horrified at the monster he made, especially when he had his PC kill a friend of his for some drug money. This betrayal convinced my Player that he wanted redemption, and he did so by sacrificing his PC to save another PC.