A few weeks ago I started a new campaign. The way I drew the party together was that they had all started out as captives on a slaver ship. Thus, they started out with no gold, no weapons, and had to escape with nothing but their wits and whatever abilities they had inherent.
It turned out really well, and gave the party some really good starting cohesion. My question to my fellow GMs is have any of the rest of you started your players out in a situation similar to this?