Ah, the players who have realized no one can touch their characters and feel absolutely no restraint to their actions.
I don't believe you mentioned how old your players were, so first, I sympathize with your dilemma of wanting them to have fun but at the same time not run amok through your campaign world, and spoiling your planned plot line.
My friends and I have discussions similar, usually when we, as players, miss a critical clue from the gamemaster and therefore can't continue the plot as crafted. When I GM and this happens, I start considering how I can gently nudge the PCs back on course. It can take some time, and sometime some heavy-handed hints, but it generally works.
The first thing I always consider - the PCs don't operate in a vacuum. NPCs live and work in the campaign world, and both the "good" and "evil" sides have their own agendas and motivations. As the PCs are in motion, so are the NPCs. This doesn't mean I spend a lot of time self-narrating what the NPCs do in detail, but when the PCs do something, I spend sometimes 10 to 30 minutes considering how their actions affect the NPCs, and what they will do in response.
For example - your players razed a village. Depending on how remote the village was, regular travelers might come across the ashes. Those NPCs might wonder what happened and take it upon themselves to investigate. Speak with Dead is a 3rd level spell, unless the PCs managed to destroy all trace of every inhabitant, one of the dead villagers could point a finger (figuratvely) in their direction.
Second, villains are villains for a reason - they are out for themselves. The PCs are willing to work with the necromancer. What does the necromancer get out of it? Whatever the PCs get from working with him, he will always make sure he benefits more out of the deal. He now has a group of patsies he can divert blame for his actions onto. The PCs have been bequeathed the silver crowns from one of your previous characters - the necromancer can now separately throw out information connecting the PCs misdeeds with their original benefactor.
All this can end in serious social ramifications for the PCs. Smiths won't forge special equipment, mages might not agree to enchant a magical item, clerics won't provide succor or raise their dead characters. Even merchants might artificially raise their prices when dealing with the PCs. Even something so simple at the bartender spitting into their ale tankards.
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