Santa Claus has the perfect cover. His mythos states clearly exactly where he lives, what he does, and how he behaves. But the real kicker is that he “isn’t real.” Imagine all the sick shit you’d get away with if no one believed you existed! You’d run around doing crime like a regular Crime Guy! Because the only thing stopping you from tearing people apart limb from limb is a little thing called “laws.”
Santa doesn’t have time for laws! He wipes his ass with the Ten Commandments! And those things are written in stone, so Santa and his butt must be a couple of tough dudes! Santa Claus could run up to you and poke your eyeballs straight out of your head all Three Stooges But For Real style, then kick your nads off and steal your wallet, and when you told the cops they’d be all like “Aaaactually, Santa Claus as we know him was invented by the Coca Cola Corporation in-” and they you’d probably die from missing all of your balls!
So if you ever want to be a crime guy, there’s yer huckleberry: just be an immortal, present giving goody two shoes that no one actually believes is real. That’s my tip to you.