Yesterday, I witnessed a fairly interesting procedure.
My home region of Franconia has numerous carp ponds - small, artificial lakes in which carp are seeded when they are small, and drained in the fall when the carp have grown large and fat. My father's ornithological society is maintaining a number of such lakes and I witnessed how one such lake was drained. They opened the outlet and, when the water became shallow enough, they waded in and began to catch the all the fish - which were reduced to swimming in an ever-shrinking area - with nets and deposited them in containers. Some of the fish - especially pikes, which had proliferated to an astonishing rate (I was told that their eggs frequently hitchhike on waterfowl) - had injured themselves during the capture attempts and had to be killed. Others were deposited in other lakes and ponds. Finally, some fish were taken home and eaten.
Now imagine what this whole process must have looked like from the point of view of the fish.
Suddenly, some powerful, unknowledgeable entities are shrinking their world (or at least the part in it in which they can survive), herding them to an ever-smaller area, and then stalking them, picking them off one by one and removing them to an unknown place outside everything they have ever perceived. Even if they survive the process and are put into a new habitat where they can survive, many of their peers have simply gone missing.
When you think of "Lovecraftian Cosmic Horror" while reading this, your mind is on the right track.
So... let's say some vastly powerful aliens decide to remove humans from their native habitat (i.e. Earth) and put them somewhere else. What can we do with this for gaming?
First, let us consider the "herding" mechanism - the equivalent to draining the carp pond. It should start by isolating some part of Earth from the surrounding area. How large? A country? A state? A metropolitan area? A small town or village? And how fast will the carp pond train? Each choice will change the social dynamics of those trapped inside. A large area will likely have some kind of government which will attempt to retain control while desperately attempting to find the solution (or at least pretending that they have the solution).
And how isolated is the area from the rest of the world? If infrastructure remains largely intact by the draining mechanism, then they can communicate with the outside world and attempt to find a solution - or allow the outside world to watch in horror as the pond drains. On the other hand, if there is a total information blackout, then nobody will know what happened and the former inhabitants of the area seem to have simply vanished.
Furthermore, how does the draining mechanism work? Is it simply impossible to get outside - i.e. an actual wall of force or something equivalent? (And does it only affect humans, but also animals, objects and so forth?) Or means attempting to get out oblivion - a choking fog, a total lack of air, a shimmering wall that seemingly disintegrates anyone who touches it (but maybe they are just teleported elsewhere), or alien constructs just grabbing everyone in an ever-tightening circle?
Furthermore, is it possible to escape? This is important for deciding whether this scenario will be part of a one-shot or an ongoing campaign - if it is impossible to get out of the draining pond, then the player characters will inevitably either (a) get abducted by the aliens or (b) killed before they get to that point, and the adventure is about what will happen in the meantime.
If escape is possible, then it shouldn't be available to everyone trapped in the Circle, at least early in the campaign. If the draining pond is surrounded by a choking fog, then you can escape while wearing a gas mask - but only few in the area should have gas masks, and those few will be targets for other desperate victims. On the other hand, if the draining mechanism only affects the space close to the ground, then maybe the victims can be airlifted out - but how much airlift power do the surrounding areas have? If it's not enough, then the fight over space on the helicopters or planes will be very fierce indeed.
And maybe the countermeasures to the draining mechanisms aren't obvious at first - for instance, can you be really sure that the gas masks will protect you from the choking fog? Besides, maybe some further aliens will lurk in the fog, which means immunity to the fog itself is only the first part of the challenge...
Now, on to the aliens themselves. These should be all-but-impossible to defeat with weapons available to the victims, though sufficient abouts of force may be able to drive them away for short times. But how aware are the humans of their presence? Is the first sign of trouble a fish catcher appearing out of nowhere and dragging its victim into another dimension? Or are they townering figures that crack open nearby houses with brute force to see if any humans are hiding in there? Do they capture humans with rays that instantly teleport (disintegrate) them elsewhere? Do they grab them and put them into some kind of extradimensional container? To they shoot strands of some sticky material at them, which the humans will not be able to get free off - and which then drags them off into dimensional portals or up into the higher reaches of the atmosphere? Whatever the method used, it should terrify all who witness it.
And what happens after the pond is drained? Will the aliens revert the draining and allow other humans to return there? Or does the area become permanently uninhabitable, which means that the whole of Earth is essentially a draining pond? How will the remaining governments react? What countermeasures will they develop to convince their citizens that they have the situation under control, or at least convince them that it is worth continuing with life-as-usual? There is also the scope to consider - if only a few town-level incidents like this happen over the course of a year for the entire year, it will be much easier to prevent chaos than if a couple of major metropolitan areas are snapped up every month.
Finally, what happens to those who are snatched up? The campaign doesn't need to be over at that point, after all. Let us say that our aliens find humanity a fascinating species which they want to study, and for that purpose put sufficient numbers of breeding pairs into new habitats for long (which means that older humans might be considered unfit and removed from the groups). But from the perspective of the player characters (who should, of course, remain in the same group) they are suddenly put on an alien planet. Perhaps the aliens provide some tools (either devices snatched from Earth or alien technology) to help their survival - after all, while they are not particularly careful with individuals, they don't necessarily want them to die either. But perhaps not. They and the other abductees near them (which might not be of the same group that has been snatched up with them) will now have to cope with surviving on this alien world, and contemplate whether it is worth it to reestablish some veneer of civilization. Perhaps the aliens are simply content to let them run around until the next generation, when their descendants are snatched up and redistributed. Or perhaps they actively meddle and "correct" things according to their own strange criteria. Perhaps some of their fellow abductees are even secretly alien constructs or have otherwise been messed with in ways that are not immediately apparent. Or perhaps they have been modified and will start exhibiting strange powers....
Whether the humans will ultimately understand the aliens and perhaps be able to face them and take control of their own destinies again, or if they remain forever the playthings and experimental subjects of unknowledgable beings - in either case this could become the basis for an interesting Cosmic Horror campaign.