"Good" Party starting to turn Evil.

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I'm fairly new to DMing, and in one of the adventures I'm running, the PCs went into a slighly shady bar and asked if there was a theives guild in the town. They rolled poorly, so the patrons just laughed them off. This spurred one of the PCs to try and steal the cashbox, but he rolled poorly on his check as well. We stopped for the night right as the PCs were about to attack everyone in the bar, and that brings me to my question. The PCs say that they're good aligned, but I'm not really getting this from their actions (heck, they tried to kill one of their npc traveling companions because he rolled poorly in a fight). What should I do about this? Should I have the city guards lock them in prison if they kill everyone in the bar or what?

Thanks for your advice. 
Your PCs are doing this because you're not giving them anything else compelling on which to focus their attention. As well, it sounds like during Session 0, you didn't have a chat about what the game was going to be about and how the players envision their characters in that world. This is an important discussion to have because it gives everyone a frame of reference and sets the tone before the first session. If everyone wants to be holier-than-thou do-gooders, that party has no room for a drow assassin that wants to kill the party's paladin or rob every NPC in sight. If you did have the discussion and the players are now going against what was decided, that's kind of a jerk move on their parts since you prepared another style of game altogether.

I'd recommend you have this discussion out of game with them before you play again. If they choose to continue on their current path and you're okay with that, then throw out any plans for them to be heroic and run a gritty street-level crime game (for example). Or a mercenary game... anything that fits their play style better than what you're planning currently.

And don't focus on alignment. One man's good is another man's unaligned. It's arbitrary and prone to causing arguments as you try to "enforce" it. You need only look to this forum to see people arguing over whether something is "lawful good" or not. In the end, it doesn't matter and it's a waste of time to have that discussion when you could actually be playing and enjoying the game on terms everyone can live with.

For any decision or adjudication, ask yourself, "Is this going to be fun for everyone?" and "Is this going to lead to the creation of an exciting, memorable story?"

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You should talk to your players and tell them that random acts of sociopathic stupidity are not permitted in games you run, and if they continue to act in this manner, the game will be over.
Another day, another three or four entries to my Ignore List.
..how much planning have you put into your current campaign, the reason I ask is if I was in your shoes, I would ask the characters if this is going to be regular behavior, and if so, would simply start running an evil campaign..

..I have seen this before, I do not think that your party, WELL,  I can not say that for sure what I mean is, I do not think that MY parties have gone evil to upset or derail the campaign, they just want to try something new..

....*sigh*, what I am trying to say is, take the choice out of their hands, make them be evil, so they can get it out of their system..

..a good example of this is an episode of Criminal Minds I had recently watched, where a man, who's daughter was killed (if I am remembering the episode correctly), would kidnap a father and daughter, chain them up in an abandoned indoor swimming pool, and then abduct homeless drug addicts and pit the 2 men together, in a fist fight to the death.. ..if the father lost he would kill the daughter.. ..if your good at, really really good at it, they might even notice a disturbing change in you and want to head back down the high and narrow...

..best of luck with ya and all its outcomes..
A little nonsense now and then is relished by the wisest men. - Willy Wonka
I agree that they don't have something better to focus attention on, but moreso I agree with salla. Its kind of immature to plat characters like that. and it's not the dms job to babysit.
Ok, thanks everyone.
You should talk to your players and tell them that random acts of sociopathic stupidity are not permitted in games you run, and if they continue to act in this manner, the game will be over.

Again, Salla states my position earlier and better than I would have.

I don't run evil-PC games. Not my interest. So if players want to run evil PCs, they need to find a different DM. I don't begrudge them in the least if they choose to play elsewhere. If they can't have fun running a non-evil PC, then my table is not the place for them to play any more than it is my place to DM an evil game.
Here are the PHB essentia, in my opinion:
  • Three Basic Rules (p 11)
  • Power Types and Usage (p 54)
  • Skills (p178-179)
  • Feats (p 192)
  • Rest and Recovery (p 263)
  • All of Chapter 9 [Combat] (p 264-295)
A player needs to read the sections for building his or her character -- race, class, powers, feats, equipment, etc. But those are PC-specific. The above list is for everyone, regardless of the race or class or build or concept they are playing.
If the PC's do insist on this type of attitude you have a couple of options:-

1) Drop the game if your not inclined to run a rather brutal campaign of murder.
2) Change the campaign to an evil one, the players also need to change their alignment and priests will need to change gods to unaligned or evil ones.
3) The players get arrested and come under the full face of the law, maybe cool their heels (paraphrased time spent in prison,like Hancock film) then maybe let out to perform an act of repentance for the city- hunt down an orc warlord, rescue local noble etc. Characters family may have a hand in this but will point out their shame for the PC's actions but their hope for a change of attitude.

Definitely talk to the players of their expectations in the campaign, their goals etc. Explain your expectations as DM and that brutal murder of local people is wrong in the campaign as it is in the real world (would they really attack a random pub goer because they were insulted in a pub in the real world???).
A bad roll shouldn't always mean a failed attempt.  That's your first mistake.  The players came up with a cool idea that they really liked, and because of a blown roll they don't get to do it at all.  That's no fun, so of course the players got peeved and of course they started screwing off.  This is what people mean when they talk about "saying 'yes' to your players."

You need to try to think in terms of degrees of success.  If the players rolled badly trying to make contact with the thieve's guild, well, then maybe they get only closed doors at first, but stumble upon an unlikely guild reject who no one respects that can bumblingly open the door for them with some kind of side adventure.

Maybe the guild has no respect for the players because of their bad roll so they try to set them up.  They use the players as pawns in some kind of underworld political maneuver, but the players figure it out and cunningly turn the tables on the guild, forcing out the offender and gaining a foothold and some real power in the guild, and a brand new set of enemies.

It's about degrees of success, and it's about layers of complexity.  For that roll, the one that started it all, the difference should be that success means they get a straight forward opened door to join the guild, while a bad roll means they have to undergo some sort of convoluted side plot to make their way in.

It's not about success and failure, it's about how hard they have to work to get what they want.  In the end, if you give them what they want, within reason, they'll be more invested in the game and less likely to screw off in unrealistic ways.

Edit:  So, what you should do is hit the reset button.  Go back to the moment that they made the bad streetwise roll, enforce the bad roll, and force them to undertake some sort of side plot to get in the guild.  Either of the ideas I gave would work, and the players will care about the game because they'll have goals that matter to them.
Sleeping with interns on Colonial 1
I always tell my players that what their character sheets say their "alignment" is is just what the sheet says.  That their true alignments are played out through a game.  Like a politician that says he protects family values but is later caught in a hotel room cheating on his wife with a dozen prostitutes. 

What people say and what people do are very different things.

In regards to players getting into a bar brawl, I honestly don't see a problem with that but you have to make sure that as a DM you have a way to guide them to a goal (without railroading them) or players will become lost.

Without really knowing how you started your campaign, hopefully you avoided a "You are all in town, what do you want to do" as a setup for the campaign.  Because the next thing that happens is people roll the dice to see if they're getting drunk, and then they carouse with girls that are there.

You can certainly take a campaign forward from where they are though.  The PC's break into an all out brawl (make it a skill challenge instead of a combat encounter), during the fight the town guards show up to arrest all ne'er-do-wells, and while it's happening a person motions at an escape route to the party "Hey, you guys, you're looking for the thieves?  Well, you can come with me or go to jail!"  And if they go to jail, maybe a person from the thieves guild could be in there, offering a plan of escape and more to come when they do make it out. 

Personally I wouldn't tell my players "No shenanigans" because some of the most hilarious and entertaining nights at a table came from players causing chaos.

But guidelines and consequences should be in place.  Let them have their fun, just let them find out through the game that there can be repurcussions.  If they're interested in still playing chances are they aren't going to just suicide themselves fighting off the city militia over social faux pas.
Disclaimer: I'm not familiar with 4E, I'm posting from a 3.5 perspective

I absolutely hate taking freedoms away from players, and I would never institute a "no shenanigans" rule. But there are alternatives.

1) Actions should have consequences. If the character consistently acts a certain way, his alignment should, IMO, change to reflect that. [EDIT: the key word here is "consistently." It would take continued, unarguably evil behavior before I changed someone's alignment against their wishes] In the case of a fighter, I would say "Let me see that character sheet." *erase erase* "N... E... there, all fixed." In the case of a paladin, I would wait until the next time he tried to use one of his divine powers, and tell him that nothing happens. Let him figure it out. Have a plan - if he wants to get his abilities back, the local church should be able to assign him some task as penance. If he decides he likes playing a sociopath, discuss the possibility of rolling up a new character ("as a backup") and then killing his current character off. I like this path, because whenever a character dies, it adds to the perceived risk for the other players, and therefor the tension level of the whole game.

2) Actions should have consequences. If the players want to act a certain way, the game world should react to them. If they start a brawl, the cops show up. They get thrown in the slammer, where they have to put up with nastiness and unpleasantness for a set amount of time, or they can figure out a way to escape and become fugitives. This could be in the form of an adventure you create that interrupts the current plot, and lets them return to it afterwards.  If they start lots of brawls, they earn a reputation, get blacklisted, become unwelcome in certain circles, etc. If they kill off multiple traveling companions, people become unwilling to travel with them. If they refuse to accept surrender, enemies recognize that and always fight to the death and won't listen to pleas for mercy.

You might also create a lengthier chapter in the story where they suffer as a result of, and learn from, the errors of their ways. This has the potential to change the course of your campaign, and it may take extra work to get them back on track, or you may have to rewrite entire parts of what you have planned. Of course, it sounds like starting brawls is how they want to play, and what you currently have planned may not be the game they want to play... To a degree, you have to play to your audience.

3) Or, you could just let them be evil, and plan accordingly. This will take some work, rewriting motivations for NPCs, offering different motivations for the PCs, etc. Instead of rescuing the high priest because otherwise his powers will be ripped from his living body and used to create an army of undead, expect them to kill him outright, and reduce (or eliminate) the role he plays later. Or have the Grand Necromage coerce them into taking him hostage. Or they have to keep him alive to prevent his powers being stolen from his dead body. Or include a possible outcome that has them gaining control of the army of undead, with all the opportunities that comes with.

Unfortunately, there really isn't an ideal solution. Either you're going to have to do extra work as the DM, altering the game world to handle their shenanigans, or you'll have to take them aside, out of character, and try to reason with them for the good of the game, which may or may not (read: probably won't) work. As a more extreme fix, you may have to scrap the current campaign and start over fresh. I would avoid instituting out of character rules, such as "no shenanigans" as a second-to-last measure, with the final option being to just accept that your players are too immature for your game.
"Can a boat make a hide check?"
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