They can expend the last of their ammo lashing out, and show the entire World how evil they are.. They can sit sipping wine as they feel the noose tighten, as spirit cooking supplies are exhausted and the LAW OF THREES swings into action. They can attempt to flee somewhere their "money" cannot follow them, but no money means no enjoying the comforts of the "lifestyle to which they have become accustomed." The option to walk to the gallows with head held high in final defiance would be fine considering very few would be present to see it, no cameras. General Sun Tzu would be proud