Many countries and empires maintain a strong police force to deal with the inevitable crimes that occur in a society where everyone aspires to become a mass murderer. Unlike in the Human world, such feats of violence are glorified parts of a minifig's everyday life, police forces don't exist to prevent or punish homicidal rampages, but merely to regulate them at a government-prescribed level and to otherwise maintain their governments' executive monopoly on mass slaughter.
During periods of low homicide rates, police forces really have no good reason to exist other than to annoy and ticket speeding drivers, consume copious amounts of ABS donuts and coffee, and engage in the occassional shootout or awesome high-speed chase; these have the effects of disgruntling the local citizens and increasing their propensity to go on wild murder sprees.
These cops are housed at police stations, of which there is usually at least one in every town or city. Police stations are quite large, but only have room to hold 1 or 2 kriminals at a time. This tiny inmate capacity is rarely an issue because every cell has at least one breakable or missing wall, a design innovation which has been found to be an effective means of preventing prison overcrowding.