Something to consider:
In Ocean's Eleven (the Soderbergh remake and its sequels), The Sting, and Leverage the criminals are united in their purpose and several steps ahead of their targets. These targets tend to be corrupt if not downright evil people who "have it coming". Any perceived tension within the team of criminal heroes is played for laughs or is just part of the larger con they're playing on the bad guys. The law tends to not be a threat in any real sense of the word, either being on their side or simply incompetent.
In Heist (a David Mamet movie), Hackman's crew includes one member played by Sam Rockwell who is trying to double-cross Gene while screwing his wife. Ricky Jay's character,, another member of the crew, is captured, tortured and killed by the dirtbag fixer played by Danny Devito. The crew avenges this murder in a gun fight with Devito's gang. By the end of the film, we are led to believe that, despite appearances, Hackman (and his wife?) may have put one over on the Rockwell character as well, triple or quadruple crossing him.
In the Andre Braugher series Thief, Nick's crew includes Izzy, a drug addicted tech-head, Jack, a religious Pentecostal with guilt issues, and Gabo, a claustrophobic faceman. In the six episodes of the show that aired before its untimely cancellation, Izzy gets kicked off the crew and then later tries to kill Nick. Nick shoots him, but he doesn't die until later when they dump his body in the bayou. Jack's church socializing provides a crooked cop with a lead on Nick, who then uses it to try and blackmail him. Gabo takes a bullet late in the series and is last seen bleeding out while trying to escape as the FBI closes in on the crew. This doesn't even include the fact that Nick's got a rebellious teen daughter, a dead wife, and some west coast hitman looking for him who also tortures and kills his handler Roz.
In The Godfather films, we have a literal and figurative crime family led by a trusted patriarch with several loyal children and a lot of lieutenants of varying loyalties. Al Pacino's character ends up taking over at the end of the first film, becoming a cold-blooded if efficient godfather despite his stated desire to avoid that very fate. He and his wife become estranged, he's targeted by hitmen, and is betrayed by his own brother, whom he later has bumped off. There are alliances made, alliances broken, and lots of Machiavellian maneuvering by Pacino's character and his rivals, enemies, and relations. These are typically resolved by beautifully staged murder montages. By the end of the franchise, Pacino's actions cost his own daughter her life and apparently result in his becoming a broken old man who dies alone.
In House of Games (another Mamet crime film), a seemingly upstanding female psychiatrist gets mixed up with a professional con man and is drawn into their amoral and often cruel world of deceit and lies. She believes she is aiding them in pulling a big job, something which reveals her own criminal streak as she revels in the excitement. She eventually discovers that its just another long con (Mamet loves those things) and cold-bloodedly murders her lover/mentor after he confronts her with the facts. She's later shown to be a casual and possibly sociopathic crook, casually stealing for her own amusement.
In Goodfellas, based on real events, a career mafioso retells his own experiences as a member of La Cosa Nostra in the '60s, '70s, and '80s. He relates how his two best friends rob, murder, dismember, torture, and cheat their way to the tops of the local syndicate. One of the two is quite a vicious little bastard - played by Joe "Do I Amuse You?" Pesci, gunning down a fairly innocent worker at a mob-connected restaurant after he goads him into insulting him. The "hero" and his wife also get addicted to drugs and end up barely keeping it together. He finally stumbles into an FBI net and gives up his mob pals in exchange for protection. Oh, and Pesci's character gets shot in the head.
In Bonnie and Clyde, also based on real events, a fairly simple-minded bank robber wins the affection of a naive country girl and they lead their small gang on a series of seemingly light-hearted heists in Depression-era America's heartland. The tone shifts from the comedic and romantic to the dark and despairing after they kill a bank guard. The previously harmless lawmen they once easily escaped become more ruthless, and Clyde's brother and sister-in-law die bloody, terrible deaths in one raging gunbattle with the cops. Bonnie and Clyde have a brief respite in their visit with her family, but her mother ominously tells her she and her boyfriend are doomed. One of their ex-gang members informs on them to the cops, and not long after they are gunned down in slow motion by a massive barrage of tommy guns, pistols, and shotguns.
In The Professional, top hitman Leon becomes involved with a young girl after her family is murdered by a crooked DEA agent and his cronies. The formerly lonely, lifeless killer adopts her and becomes her friend and mentor. When the DEA agent shows up with the entire NYPD at his door to silence the girl, Leon buys her time to escape by battling the law single-handed. He almost manages to get to her but is mortally wounded by the crazy DEA agent on his way out. He blows himself and the DEA agent up in a final act of redemptive sacrifice.
Let's not also forget the crooked paths taken by the criminal characters in No Country For Old Men, The Asphalt Jungle, The Killer, Reservoir Dogs, The Departed/Infernal Affairs, Scarface (both versions), Road to Perdition, Get Carter, White Heat, The Killing, Miller's Crossing, Public Enemies, and The Usual Suspects. There are all ICONIC examples of the genre 10K dabbles in, and they all feature protagonists who betray and are betrayed by their criminal associates, many of whom are theoretically good friends, professional members of their organization, or even blood relations. They also tend to end the same way, with most if not all of the protagonists dead or in prison. Even in cases where they survive, it'd be hard to argue that there's a "happy ending" involved.
My argument here is not that every 10K game should involve every PC being a ruthless, backstabbing Son Of A Bitch. The sessions of such a game also do not have to end with half or more of the PCs dead or stuck in the slammer. My argument is that, if you and your players are aware of the crime story genre and go in with the foreknowledge that there's not the usual virtual safety net they might expect in a more upbeat, "heroic" tenor of game, those instances of betrayal and PC death or arrest won't be game-breakers. If anything, they could be features that you and your players will talk about for years to come.