I have been a GM for many years and have experience with many different systems and settings of different themes and moods, but my current group seems to be having issues I've never had to deal with before. Their characters have wildly different themes and tones, most of which even run counter to the game(s) we are currently running. It doesn't matter what theme and mood we use, from nihilistic horror to slapstick comedy, they always make characters that don't "fit".
How do I encourage the players to make characters appropriate to the system and setting? I feel bad just telling them their idea doesn't work, but the games suffer due to this lack of cohesion and identity. What I'm looking for most is what has worked and what hasn't in similar situations.