The Zeppelin is the last flight out from a country going through serious internal upheaval, as a successfully-executed coup is clamping down on the people. (For a simple morally straightforward game, they're Nazis or the equivalent; for an ambiguous intrigue game, maybe neither old government nor new usurpers are any great shakes, though they both have points.) The crew have gone to great pains to verify none of the passengers are particular political persons of interest, and have just been granted permission to leave....
... except one of the crew turns up a stowaway: a young woman, pregnant and dying in labour. She doesn't survive; her baby does. And it doesn't take much covert inquiring before it's realized this newborn infant is the last heir to the throne of the toppled government. To make matters worse, the craft is a good distance away from its home realm and has to pass through several nations of varying political alignment; the only way to get protection from their pursuers is to call for help, but anybody they call for help is going to have their own distinct ideas about what to do with this heir, some of which your people may not agree with.
What Do You Do?!