Thwarted Escape

"Keep going, just a few minutes more and we'll be safe."
(Bad guy steps out from behind a tree) "That's what you think."

Any escape attempt—be it from from a kidnapper, unjust imprisonment, or the like—that is shown getting within sight of a point beyond which the escapees will be undeniably and irrefutably safe will always be interrupted, sometimes fatally. Commenting on how close you are to safety is just Tempting Fate and provides a cue for the interruption.

A Sub-Trope of the Hope Spot.

Examples of Thwarted Escape include:

Film

Happens in Pixar's Toy Story, when Woody and Buzz attempt to escape Sid, to the point of being a Overly Long Gag.
Used to Heartbreaking effect in The Great Escape. Hilts was inches away from safety when he got caught, and out of 76 only 3 make it out. Worse, this actually happened.

Literature

In The Bible, Jonah wants to go anywhere that isn't Nineveh. His escape is thwarted by God himself.
Moist Von Lipwig digs himself out of prison in Going Postal only to find his tunnel blocked by a rock. Vetinari placed that rock there on purpose, to give the prisoners something to focus on without letting them escape, and even hands Lipwig a new spoon.
The short story "A Torture by Hope" by Villiers de L'Isle-Adam is this trope meets Yank the Dog's Chain.

Video Games

Left 4 Dead: This bit from The Parish, right after all the alarmed cars:

Nick: What do you know? We're gonna make it!
[A bomb explodes a few meters in front of them, taking out the bridge]
Nick: OH COME ON!

Real Life

This was a common strategy of Those Wacky Nazis in Real Life, when they found out that the prisoners were attempting to escape, they (the Nazis) would show no signs of this knowledge, while secretly stationing guards at the escape point, thus luring the escapees into a false sense of security, right at the most dangerous part of the escape!