The switch - villian runs into a room with the players hot on his tail, only to see him run out another door, they follow with weapons drawn. Villian has switched places, a henchman is now running from the players as the villian uses his escape hatch!
The lie - The villian is beaten, the heros are about to kill him, when he says "kill me and you will never stop my master!" This would use his skills, bluff, dipolmacy, and such.
The hostage - while the heros are out to get the bad guy, the villian has dispatched men to capture and hold as hostage PCs family members. He now uses them as chips to make his get away.