Welcome to Necropolis. Or, as its residents more commonly call it, Gravetown. Created 2,000 years ago by an otherwise-unknown sorcerer-gone-lich, the purpose of Gravetown's existence is to mutually benefit the living and the undead. For the living, there's no longer the fear of the undead plaguing their world and taking their lives. For the undead, it meant a world entirely their own, where there was no holier-than-thou faction out to kill them all.
While the creator of Gravetown has since disappeared, his dream still stands strong. The city has since grown, developed, and has become a sanctuary for undead of all forms, where both magic and technology have grown. Barring a few distinct differences, most prominently how all its residents are undead, Gravetown is otherwise your everyday city. Why are there no living? It's thanks to a miasma the city's creator spread over the city; an otherwise-invisible gas that is lethal enough to kill any living thing with a single breath. To the undead, it's just as safe as breathing air.
So whether you're a ghoul inhabiting the city's nastiest neighborhoods, a banshee who makes her living singing, or a lich entrusted with the ambitious duty of maintaining Gravetown, what ties you together with everybody else? You're a citizen of this city. That's it.