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There is a certain player in my group who always wants to play an evil aligned character.
Now, I always tell him that he should make it unaligned so that he can still do the more "bad" things but it still makes sense for him to be in the group.
How are you supposed to deal with that? What reason would make sense for an evil character to ally himself with a bunch of good people?
In order to know how to deal with this player, you first need to figure out why he always wants to play an evil character.
Possibility 1: He may have lingering biases from previous editions of D&D. You tagged your question 4e, so I'm assuming that's what you're playing. Previous editions of D&D had much stricter alignment systems, and often playing a "good" character meant dealing with a lot of tricky rules (see: 3.x paladin). If the player feels like the only way he can avoid these rules "gotchas" is with an evil alignment, then you should explain to him that 4e is different and he can safely play an Unaligned character.
Possibility 2: He uses D&D as an outlet to do evil things, perhaps for catharsis or stress relief, or simply a desire to be evil that he can't indulge in real life. If this is the case, then you need to decide if you are willing to accomodate him using your games as an outlet to be evil. If you're not willing, or the rest of the group doesn't enjoy it, then you need to have a private discussion with the player and explain that. You can say, "I run games where the PCs work together, and a single evil character in an otherwise good or unaligned group doesn't fit with that. You're welcome to game with us if you play a good or unaligned character, but I won't be accepting evil PCs into this game."
If you are willing, however, then look for ways to give him motivations which may be evil, but still align with those of the group. There are a couple of ways you can do this: either out in the open, where the other PCs know he's evil but work with him anyway; or kept secret from the other PCs.
As an example of an out-in-the-open motivation, perhaps the player's a would-be warlord, but a lich is encroaching on his desired territory, so he wants to kill it. The other PCs want to take down the lich simply because it's doing evil things. The evil player would benefit from allying with the other PCs regardless of alignment to take down the lich, while the PCs would gain a powerful ally, even if they don't agree with his motives. The other PCs may even hope that the lich and the evil PC kill each other, thus taking out two major evils at once (assuming your group is mature enough for that kind of PVP plot).
As an example of a hidden motive, perhaps the group is seeking a powerful relic buried deep in a dragon's den. The PCs want to use its power to save the world, but the evil PC wants to use it to overthrow the king. The evil PC may hide his alignment and pretend to have the same motive as the other PCs; or he can be openly evil but claim that he, too, wants to save the world "because I'm one of the idiots who lives in it!"
TL;DR: Assuming the player wants to play evil characters as an outlet for his own evil urges, you need to look for ways to link his (evil) motivations to the party's non-evil ones.
I, once, used to decide about reasons for things like this myself. There was one campaign that I ran, in which the groups of good and evil characters were together because they fought against a common enemy ("yes, he's bad, but I need him with me or this uber-evil will defeat us all").
Another reason that I thought about and used was with the good guys trying to showcase that they accept everyone, even those bad people that kill, destroy and steal for their musings. They tried to show the evil ones what "good" really means.
And even a campaign in which the good characters went so far as to try to teach the bad ones how to be good, to help them become good, trying to help them ascension into the realms of good and being good.
But today? Today I let them come with a reason. "Wanna play some bad guys? Great, come together with a reason for why you would stick together. If it is accepted by all of you, it is accepted by me." Needless to say, the reasons were far better and far more interesting. I got characters on the run, and I got familial bonds, and I got so much more.
And that's how I "deal" with that today- as another tool for getting the players to feel more for their characters.
I'm going to read between the lines here and assume that the player's characters generally don't mesh with the party.
Your problem isn't whether you, or the player can come up with a reasonable in-game justification for the character to mesh with the party - the problem is that the player, makes characters that don't fit with what kind of game you or the other players are trying to play.
It's trivially easy to create "bad guys turned good", anti-heroes, etc. Our media is full of them. So it's not a matter of not knowing how, it's that your player in question is constantly disregarding what the group wants, AND what you are specifically telling him.
Your options at this point are:
Keep playing as you have been, keep putting up with it. It won't become more fun, it won't get any better. It never, ever does.
"Hey, here's the game we're trying to play. This character isn't going to mesh with the group. I can tell because I've played with you before, and this character reminds me a lot of the other characters you've played before and we saw how that went. You can play a character that works better for the kind of game we're trying to play, or, you can sit this out and I'll let you know when we run a campaign that fits an evil character."
To be very honest, players who disregard the general play goals of the whole group, and even go against the direct advice, are usually not able or willing to change their ways.
Even if you lay it out starkly like that, what usually happens is a half-hearted attempt at different behavior for maybe a session or two, and then back to acting-out behavior unfitting to what the group discussed works for characters. At which point, you often would have been better off letting them go even before that.
Some people have an infatuation with themselves being evil and in turn try to shift their own perceptions of their character into their dungeons and dragons character to express themselves. It's not something that should be ignored as an evil character in a group with good people would cause a problem, unless there is a reason for the alliance. And in order to understand why someone with an evil alignment would ally with someone with a good alignment, you must first understand evil.
Probably the single alignment most likely to ally with a group of good aligned player characters. A Lawful evil person is ever the manipulator, they use their own convoluted system of ideals and morals to advance their schemes. A Lawful evil character will most definitely hide their alignment and put up a facade. And will not commit evil acts willingly unless they know that they can pull it off without being caught, and never if it conflicts with a pact that they've created or a promise or deal that they have made.
Probably the least likely type of evil that you should realistically allow into a game. A Chaotic Evil character does what they want, when they want, and how they want. They will take things from people just to take them, and break things they want just to watch them burn. This will most likely get him killed by your good aligned group in relatively short fashion.
They aren't very courteous, will backstab people given the first opportunity, and will make a pact only as long as they know they obtain the dominant bargaining position, assassinating or killing someone when the other party gains the upper hand.
Probably likely to be a character in a game, albeit one that could still be good aligned, mind you. A neutral evil character will do things that will advance their own goals, such as attaining more money ( Neutral evil characters are very motivated by greed ) and will use the resources around them ( such as good aligned PCs ) to get what they want, be it women, money, power, or anything of the sort. Neutral evil doesn't mean dumb though, and if they're aware that the people in the party are "goody two shoes" they probably aren't going to reveal their hand to them.
So as far as allowing an evil character into a good aligned party, make that person very aware of the fact that he is joining a party in which if he turned against the party at an opportune moment that it would likely result in his death. If this happens, the person will likely be pissed, but you did warn him. Give him the opportunity to reroll if this happens.
Also, Make sure you know which of the evil alignments he's going to play, and make sure that you're clear in exactly how he's going to play his character to avoid the probing eyes of a groups paladin or if he's going to hide his alignment so that he can advance his goals.
If you can come to some sort of agreement involving this, and insure that he isn't going to play the Chaotic evil "Watch the world burn and smile", I'd say go for it. Just because someone is evil doesn't mean they are going to outwardly appear so.
Spoony covers things rather well in this video.
But to add to that, there's always the option to have that character working for the BBEG, gathering information about the party and using that for plot hooks and so forth.
There is also The Book of Vile Darkness, both DM and Player versions, which has a bunch of ways to help incorporate an evil character into a group.
And to quote from the Player's version;
One way to keep everyone in check is to make sure you have a strong reason for being together in the first place. You might serve a more powerful master, follow the same god, be from the same homeland, or pursue a common goal, such as wiping out all orcs, elves, or dragons. If everyone can agree to a party-binding element from the outset and can create a plausible explanation for maintaining this truce, your group should find success.
