I'm in a campaign (with rotating GMs) where I'm playing a character who is literally an alien infiltrator that has infiltrated the party. Except he's really bad at it and it's obvious he's an alien infiltrator, and because he's bad at it he has no idea that it's obvious. The party's superiors told them to play along for now and try to find out what my character is up to.
It's been about four years now, going on five, and I practically had to spoon-feed them useful tidbits about his mission. I've finally just kidnapped them all and took them back to my homeworld, we're now running through the adventure where they escape. I had to put an alien diplomat in their cell to monologue information about them.
Still, I've been having fun so I don't mind. Just amusing how much PCs are willing to trust other PCs simply because they're PCs. :)
Sometimes it's different for NPCs, but not always - in another campaign just now the party encountered an Aboleth who told them that he was a good Aboleth that wasn't interested in mind control or manipulating anyone. And by the way, there's this list of quests he's working on and he'd appreciate some help. They jumped right in. He actually is on the level, but come on - Aboleth. If there's anyone to be instantly suspicious of it's someone like that.