However, corruption at the local level affects a limited number of people, and since local politics are easy to influence, they can be changed. Local politicians get into criminal trouble all the time, so they are not immune to the law.
Corruption at the national level affects all of us, and it's much harder to change the institutions. Even worse is the bureaucracy, which cannot be changed directly by the people, but meddles incessantly with our economy.
As for escaping corruption, you can leave your city easily, your state with moderate difficulty, but your country with great difficulty.