This is an offshoot of the 'Seeds' page, giving some suggestions for times and places to set a Conquered! Campaign:
France, 1940: Alors, mes enfants, le BBC says we can get help from England to form a Resistance and throw out the hated Boche... (GURPS WWII: Return to Honor would be an invaluable source for that one: it's a 3rd Edition volume)
The Caribbean, 1670: You were minding your own business when the Spaniards arrived and conquered your home city. All right, your business, along with everyone else in town, did cater to the Pirate Brethren who've been making such a good living on the Main. The only way to get back to those good old days is to Free Port Royal! (Time to break out GURPS Swashbucklers!)
A Fantasy realm: The Evil Sorcerer Whose Name Is A Secret has united the non-human races of the Badlands and defeated the armies of Good King Billy-Bob, leaving the ogres, orcs, and their ilk to dominate the Goodlands. (Nasty stuff, that ilk!)
Pure-hearted humans start as the underdogs – they can't lawfully possess weapons or armour, Evil Sorcerer's assassins took out all the high-powered Good sorcerers on the night before the invasion and have since been working their way down the power scale so only minor talents remain, and the evil armies shouldn't have been able to defeat the Good so easily – what did make that difference?
A Certain Well-Known Fantasy Realm: Lots of the Big Folk have been brought in by the new Sheriff, they've thrown prominent dissidents into The Holes and you, bucolic Short Folks though you may be, must tear yourselves away from your second breakfast to resist their depredations, despite rumours of the Sheriff's links with A Certain Wizard...
An Equally Well-Known Science Fiction Galaxy: The Empire has decided that your planet is strategic for some reason, and suddenly Star Destroyers are in orbit and Stormtroopers cruise the streets. Without access to X-wings and light-sabres, how can you resist them?
A Conquered! campaign will feel very different from most others. In most campaigns, the PCs are heroes, or at least acceptable facets of the rough life of a society with obvious threats. They can swagger down the street fully armed, and openly sell the plunder they have taken from the enemy. PCs are also larger than life, heroes with traits far higher than the average citizen.
In Conquered! campaigns, they need to stay low. They are not so mighty that they can outfight small armies. They may be able to take on street patrols of Watchmen or low-grade soldiers, but once elite troops come into the equation, or the enemy have the advantage of numbers, their chances are slim. Possession of weapons (and armour, in those settings which have it) by the natives is also usually forbidden, probably on pain of either death or condemnation to labour camps, mines, galleys, etc.
They can't even be swaggering heroes amongst their own kind. In any conquered population, there is usually a faction who will collaborate with the occupiers. Some will do so for fear of reprisals: they don't want the occupiers picking random hostages to execute as an example because their own relatives might be at risk, so they would rather betray the Resistance. Others from more personal reasons: hatred of them from their days at school, perhaps, jealousy that their hero-status is getting them all the girls, maybe, possibly because they agree with the occupiers ideologically. But most likely it's for money.
To successfully struggle against an occupying force, then, the PCs must be very careful who they let into their confidence, and they need to pick their fights carefully.
Most players like to believe that their characters can do anything, and it's hard to get over the idea that they are the underdogs, they can't openly rebel. First thing to do is decide on your scene-setting. At the start of every campaign you naturally let your players know the basics of the way the world works, and you need to emphasise that the PCs are not 'on top'. A good way to do this is to set them out with low-level points totals at the start of the game: perhaps 50- or 75-point characters, and let them know that the enemy's normal garrison troops, used for street patrols and guarding gates, are built on the same totals but have rather more impressive backup.
Attached are an idea for The Hook to reel the players into the campaign, The Ongoing Campaign with hints on the way to develop the theme, and some Scenario Archetypes to show you what the characters will probably spend a lot of time doing.