Reddit, what should I tell prospective employers about why I'm leaving my job? HR folks, your input will be especially valuable.

I recently found out that the company I work for is involved in some shady business practices. For the first few months I knew, I was under the impression that it was due to ignorance, not because they were seriously trying to be shady. However, on Friday I found out that not only did they KNOW they were being shady (a co-worker had printed out the laws they are breaking in each state we do business in and showed them and was told that the company is taking a "calculated risk"), they asked that we not use email to discuss it because they do not want to leave a paper trail. There's more to it than that, but I won't go into too much more detail. If word gets out that this is going on and my company comes under fire for it, I could not only lose my job but lose my ability to work in my line of business forever. I would be sanctioned if it was found that I knew about the shady business practices and I'd never work in this line of business again. I'm lucky enough to have a good job in this industry due to work experience and I'm not in a position to go back to college and start a new career.

Obviously I'm now looking for a new job. My question is, when I'm interviewing for new positions, should I explain the real reason why I'm leaving my current company ("I recently found out they were involved in unethical business practices knowingly and I now feel uncomfortable working for the company.") or should I give them some bullshit reason ("I'm looking for employment closer to home.")? I've changed jobs more times than I'm comfortable with in the last few years and I know that counts against me so I want to have a concrete reason I'm leaving the company, but at the same time I know employers frown upon interviewees talking badly about their previous employers since it's very possible that the interviewee will do the same to them if they were to leave the company.

Advice?