There are tons of different possible crimes, those crimes can go from "driving under influence of alcohol" until killing players. For each committed crime you will receive up to 3 wanted stars, each star represents 30 seconds in prison if the police is able to catch you before you evaded the stars.
Some jobs are also considered as crimes, for example: Drug Courier job, Burglary mission, truck driver job.
You can also pickpocketing NPCs and earn some items such as "Money, goods ...etc", but take care you can receive wanted level if the suspicion is high!