The "No Continues Remaining" screen. The door which leads outsidenote Allowing you to resume the game from the Map Screen if you go through it. is sealed shut for good by McSmiley, and the music, which uses the same melody as the usual Continue screen, is extremely bleak and hopeless-sounding. Rolo can move around anywhere in the room, but is no longer able to leave; and the game itself won't end until he finally goes inside the ringmaster's tiny cage.
Rolo walking into McSmiley's cage on the aforementioned Continue Screen, regardless of how many continues are left. The gate slams shut behind him, and a slow, somber tune plays before the game immediately cuts back to the title screen. It really gives a sense of dread of the terrible fates that await Rolo and his friends now that the Evil Circus has captured their last hope of escape, and it's made much worse by the fact you are the one who has to imprison him. WhoIsThisGit in particular described it as "The Animals of Farthing Wood-levels of depressing".
