Indeed. There are plenty of cases of local and/or state level corruption in the US, but there is also the FBI who has the responsibility of tracking that corruption and prosecuting offenders.
In the US, there are "the police who watch the police": the FBI. But their powers are relatively limited in scope... the FBI does not do routine traffic stops, or patrol neighborhoods. So even if the FBI were corrupt, the typical citizen wouldn't come across them very often.
Is there a local Mayor or Governor who is accepting bribes or illegal kickbacks? Call the FBI on them. Is there a local police officer who is giving trouble? Are the local courts too corrupt to prosecute the officer?
Then prosecute him in Federal Court, for federal corruption crimes.
Similarly, FBI Agents are still subject to the rules of the towns and states that they go under. Even if the Feds were corrupt... the State Attorney can prosecute any FBI Agent that oversteps their bounds.