You can roleplay it by yourself if you're smart about it. I role played as a rat exterminator who had an emergency call at the treasury at night ingame. Dressed up in coveralls and used the pilot helmet as a make shift respirator. Convinced the cops there was a rat nest inside the vault, and that I had to take 10 gold bars with me in order to have them treated with a special chemical to prevent a future infestation.
If you roleplay it, get the cops involved, the more creative you make it and the more fun the cops have, the better you get paid out.