Depending on what sort of story you're writing, you might try having the villain vanish.
Example: perhaps the villain was just delaying them long enough for their henchmen to finish commiting a different atrocity somewhere else, that done, they've kept the hero from saving citizens, protecting a loved one/teammate who might be killed or kidnapped while they're distracted.
You could also try having other things get in the way, like building collapses, having to let the villain escape TO save someone else before it's too late, and such.