"Why didn't they just call the police?"
This question can sink your story. If you have characters in trouble and those story people could solve the problem with a quick call to the cops, you have a problem.
Most of us, if put in mortal danger, will dial 9-1-1. Say you see a shady man in a hoodie and a mask coming up your front walkway. You'll probably lock the doors. Maybe grab a weapon. Certainly, you'll call the police.
Characters are no different. The most logical step for an average character would be to call for help when danger comes knocking. We like our characters to struggle, fight, narrowly escape danger. If the police show up in your story and haul off the bad guys, where's the excitement in that?
Here are a few ways to force your characters to fend for themselves:
1. Isolate the characters. Set your story somewhere remote, such as the mountains or wilderness.
2. Delay the police. There could be a bad storm that washed out roads, or a massive blizzard. Make it hard for help to arrive.
3. If you're writing crime or thrillers, maybe all your characters are criminals. Or perhaps your main character has gotten into some legal trouble. Criminals are not going to go to the police. Give a logical reason that makes calling the police a bad idea.
4. Have the bad guys thwart the authorities. Maybe the police show up and the bad guys ambush them.
5. Maybe the bad guys will harm a loved one if the police are involved (as in many kidnapping stories).
These are just a few possibilities. As writers, it's our job to keep tension high and squeeze excitement out of stories. Don't let the police show up and spoil the party.