Arrested

The police have been known to arrest burglars but they do not arrest playable Sims in The Sims or The Sims 2.

When a Sim calls a false alarm to the police they get a warning or fined. The police will also pick up runaway teens and return them home.

The Sims 3
There may be a possibility to get arrested in The Sims 3 as seen on this picture from the Sims 3 official website